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 |
---|---|---|---|---|---|---|---|---|---|---|---|
02/05/2025 | 0.60% | 1.72 CHF | 1.73 CHF | 255,000 | 255,000 | 258,306 | 258,306 | 430,944 CHF | 433,527 CHF | 100.00% | 100.00% |
30/04/2025 | 0.63% | 1.56 CHF | 1.57 CHF | 265,000 | 265,000 | 261,944 | 261,944 | 416,611 CHF | 419,230 CHF | 100.00% | 100.00% |
29/04/2025 | 0.62% | 1.58 CHF | 1.59 CHF | 265,000 | 265,000 | 261,756 | 261,756 | 420,029 CHF | 422,647 CHF | 100.00% | 100.00% |
28/04/2025 | 0.60% | 1.65 CHF | 1.66 CHF | 260,000 | 260,000 | 255,709 | 255,709 | 427,680 CHF | 430,238 CHF | 99.99% | 99.99% |
25/04/2025 | 0.61% | 1.67 CHF | 1.68 CHF | 255,000 | 255,000 | 259,074 | 259,074 | 422,837 CHF | 425,428 CHF | 99.96% | 99.96% |
24/04/2025 | 0.68% | 1.55 CHF | 1.56 CHF | 265,000 | 265,000 | 270,969 | 270,969 | 397,601 CHF | 400,315 CHF | 99.23% | 99.23% |
23/04/2025 | 0.69% | 1.47 CHF | 1.48 CHF | 270,000 | 270,000 | 273,595 | 273,595 | 397,932 CHF | 400,668 CHF | 99.84% | 99.84% |
22/04/2025 | 0.78% | 1.33 CHF | 1.34 CHF | 285,000 | 285,000 | 285,756 | 285,756 | 367,195 CHF | 370,056 CHF | 99.60% | 99.60% |
17/04/2025 | 0.77% | 1.29 CHF | 1.30 CHF | 285,000 | 285,000 | 287,547 | 287,547 | 370,466 CHF | 373,342 CHF | 99.98% | 99.98% |
16/04/2025 | 0.81% | 1.26 CHF | 1.27 CHF | 290,000 | 290,000 | 293,385 | 293,385 | 360,079 CHF | 363,015 CHF | 99.94% | 99.94% |