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 | 0.56% | 1.74 CHF | 1.75 CHF | 265,000 | 265,000 | 261,937 | 261,937 | 464,740 CHF | 467,360 CHF | 99.78% | 99.78% |
29/04/2025 | 0.56% | 1.76 CHF | 1.77 CHF | 265,000 | 265,000 | 261,768 | 261,768 | 468,097 CHF | 470,715 CHF | 99.58% | 99.58% |
28/04/2025 | 0.54% | 1.83 CHF | 1.84 CHF | 260,000 | 260,000 | 255,699 | 255,699 | 474,584 CHF | 477,141 CHF | 99.86% | 99.86% |
25/04/2025 | 0.55% | 1.86 CHF | 1.87 CHF | 255,000 | 255,000 | 259,074 | 259,074 | 470,509 CHF | 473,100 CHF | 99.30% | 99.30% |
24/04/2025 | 0.61% | 1.73 CHF | 1.74 CHF | 265,000 | 265,000 | 271,057 | 271,057 | 447,518 CHF | 450,232 CHF | 99.11% | 99.11% |
23/04/2025 | 0.61% | 1.65 CHF | 1.66 CHF | 270,000 | 270,000 | 273,618 | 273,618 | 447,929 CHF | 450,665 CHF | 97.85% | 97.85% |
22/04/2025 | 0.68% | 1.51 CHF | 1.52 CHF | 285,000 | 285,000 | 285,980 | 285,980 | 419,523 CHF | 422,384 CHF | 99.35% | 99.35% |
17/04/2025 | 0.68% | 1.47 CHF | 1.48 CHF | 285,000 | 285,000 | 287,544 | 287,544 | 422,583 CHF | 425,459 CHF | 98.84% | 98.84% |
16/04/2025 | 0.71% | 1.44 CHF | 1.45 CHF | 290,000 | 290,000 | 293,365 | 293,365 | 413,077 CHF | 416,012 CHF | 98.96% | 98.96% |
15/04/2025 | 0.69% | 1.42 CHF | 1.43 CHF | 290,000 | 290,000 | 290,477 | 290,477 | 420,101 CHF | 423,006 CHF | 98.74% | 98.74% |