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 | 0.59% | 1.69 CHF | 1.70 CHF | 30,000 | 25,000 | 32,757 | 25,000 | 54,962 CHF | 42,315 CHF | 100.00% | 100.00% |
29/04/2025 | 0.61% | 1.64 CHF | 1.65 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 65,298 CHF | 41,061 CHF | 100.00% | 100.00% |
28/04/2025 | 0.74% | 1.61 CHF | 1.62 CHF | 40,000 | 25,000 | 40,000 | 22,025 | 63,943 CHF | 35,504 CHF | 100.00% | 100.00% |
25/04/2025 | 1.18% | 1.56 CHF | 1.58 CHF | 40,000 | 10,000 | 39,946 | 9,992 | 63,139 CHF | 15,981 CHF | 99.89% | 99.89% |
24/04/2025 | 0.97% | 1.47 CHF | 1.49 CHF | 40,000 | 10,000 | 40,000 | 18,330 | 58,318 CHF | 26,974 CHF | 99.30% | 99.30% |
23/04/2025 | 1.51% | 1.53 CHF | 1.57 CHF | 40,000 | 2,500 | 40,000 | 8,582 | 58,304 CHF | 12,557 CHF | 98.43% | 98.43% |
22/04/2025 | 1.03% | 1.27 CHF | 1.28 CHF | 40,000 | 25,000 | 48,958 | 20,771 | 59,723 CHF | 25,671 CHF | 100.00% | 100.00% |
17/04/2025 | 1.42% | 1.25 CHF | 1.27 CHF | 40,000 | 10,000 | 46,174 | 10,000 | 57,258 CHF | 12,609 CHF | 98.42% | 98.42% |
16/04/2025 | 1.45% | 1.27 CHF | 1.29 CHF | 40,000 | 10,000 | 46,295 | 9,957 | 56,845 CHF | 12,427 CHF | 99.05% | 99.05% |
15/04/2025 | 1.39% | 1.25 CHF | 1.27 CHF | 40,000 | 20,000 | 48,283 | 20,000 | 59,516 CHF | 25,012 CHF | 99.44% | 99.44% |