Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
30/04/2025 | 0.34% | 2.94 CHF | 2.95 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 73,401 CHF | 73,651 CHF | 100.00% | 100.00% |
29/04/2025 | 0.35% | 2.90 CHF | 2.91 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 72,152 CHF | 72,402 CHF | 99.14% | 99.14% |
28/04/2025 | 0.41% | 2.86 CHF | 2.87 CHF | 25,000 | 25,000 | 24,009 | 22,027 | 68,508 CHF | 63,131 CHF | 100.00% | 100.00% |
25/04/2025 | 0.63% | 2.82 CHF | 2.83 CHF | 20,000 | 10,000 | 19,976 | 9,992 | 56,627 CHF | 28,505 CHF | 99.89% | 99.89% |
24/04/2025 | 0.52% | 2.72 CHF | 2.74 CHF | 20,000 | 10,000 | 22,774 | 18,323 | 61,757 CHF | 49,931 CHF | 99.18% | 99.18% |
23/04/2025 | 0.78% | 2.78 CHF | 2.82 CHF | 20,000 | 2,500 | 20,000 | 8,610 | 54,223 CHF | 23,387 CHF | 97.97% | 97.97% |
22/04/2025 | 0.51% | 2.53 CHF | 2.54 CHF | 25,000 | 25,000 | 29,175 | 20,772 | 72,177 CHF | 51,722 CHF | 100.00% | 100.00% |
17/04/2025 | 0.71% | 2.50 CHF | 2.52 CHF | 20,000 | 10,000 | 26,130 | 10,000 | 65,073 CHF | 25,136 CHF | 98.57% | 98.57% |
16/04/2025 | 0.72% | 2.52 CHF | 2.54 CHF | 20,000 | 10,000 | 26,304 | 9,957 | 65,223 CHF | 24,907 CHF | 99.20% | 99.20% |
15/04/2025 | 0.72% | 2.50 CHF | 2.52 CHF | 20,000 | 20,000 | 27,542 | 20,000 | 68,442 CHF | 50,089 CHF | 99.76% | 99.76% |