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 |
---|---|---|---|---|---|---|---|---|---|---|---|
05/05/2025 | 1.74% | 0.57 CHF | 0.58 CHF | 430,000 | 430,000 | 427,148 | 427,148 | 243,925 CHF | 248,196 CHF | 100.00% | 100.00% |
02/05/2025 | 1.73% | 0.57 CHF | 0.58 CHF | 425,000 | 425,000 | 427,186 | 427,186 | 244,530 CHF | 248,802 CHF | 100.00% | 100.00% |
30/04/2025 | 1.70% | 0.58 CHF | 0.59 CHF | 430,000 | 430,000 | 430,058 | 430,058 | 251,477 CHF | 255,778 CHF | 100.00% | 100.00% |
29/04/2025 | 1.68% | 0.59 CHF | 0.60 CHF | 430,000 | 430,000 | 430,407 | 430,407 | 254,126 CHF | 258,430 CHF | 99.99% | 99.99% |
28/04/2025 | 1.64% | 0.60 CHF | 0.61 CHF | 435,000 | 435,000 | 434,683 | 434,683 | 263,179 CHF | 267,529 CHF | 100.00% | 100.00% |
25/04/2025 | 1.67% | 0.61 CHF | 0.62 CHF | 435,000 | 435,000 | 430,928 | 430,928 | 255,578 CHF | 259,887 CHF | 100.00% | 100.00% |
24/04/2025 | 1.69% | 0.58 CHF | 0.59 CHF | 430,000 | 430,000 | 429,667 | 429,667 | 252,113 CHF | 256,415 CHF | 98.21% | 98.21% |
23/04/2025 | 1.69% | 0.59 CHF | 0.60 CHF | 430,000 | 430,000 | 430,138 | 430,138 | 252,982 CHF | 257,284 CHF | 100.00% | 100.00% |
22/04/2025 | 1.63% | 0.60 CHF | 0.61 CHF | 435,000 | 435,000 | 434,926 | 434,926 | 265,944 CHF | 270,299 CHF | 99.40% | 99.40% |
17/04/2025 | 1.53% | 0.63 CHF | 0.64 CHF | 425,000 | 425,000 | 430,275 | 430,275 | 279,928 CHF | 284,230 CHF | 100.00% | 100.00% |