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 | 0.78% | 1.39 CHF | 1.40 CHF | 102,800 | 102,800 | 103,823 | 103,823 | 133,495 CHF | 134,534 CHF | 100.00% | 100.00% |
29/04/2025 | 0.81% | 1.25 CHF | 1.26 CHF | 104,500 | 104,500 | 109,309 | 109,309 | 134,869 CHF | 135,962 CHF | 100.00% | 100.00% |
28/04/2025 | 0.87% | 1.23 CHF | 1.24 CHF | 112,500 | 112,500 | 111,127 | 111,127 | 127,766 CHF | 128,877 CHF | 100.00% | 100.00% |
25/04/2025 | 0.88% | 1.11 CHF | 1.12 CHF | 110,300 | 110,300 | 105,669 | 105,669 | 119,869 CHF | 120,926 CHF | 100.00% | 100.00% |
24/04/2025 | 0.82% | 1.20 CHF | 1.21 CHF | 102,600 | 102,600 | 100,620 | 100,620 | 123,624 CHF | 124,634 CHF | 99.82% | 99.82% |
23/04/2025 | 0.77% | 1.23 CHF | 1.24 CHF | 99,900 | 99,900 | 89,376 | 89,376 | 115,836 CHF | 116,729 CHF | 99.91% | 99.91% |
22/04/2025 | 0.65% | 1.47 CHF | 1.48 CHF | 82,500 | 82,500 | 79,177 | 79,177 | 120,739 CHF | 121,531 CHF | 99.84% | 99.84% |
17/04/2025 | 0.59% | 1.55 CHF | 1.56 CHF | 73,600 | 73,600 | 71,851 | 71,851 | 120,555 CHF | 121,273 CHF | 99.96% | 99.96% |
16/04/2025 | 0.56% | 1.74 CHF | 1.75 CHF | 70,700 | 70,700 | 66,635 | 66,635 | 118,954 CHF | 119,620 CHF | 98.76% | 98.76% |
15/04/2025 | 0.52% | 1.84 CHF | 1.85 CHF | 63,900 | 63,900 | 74,092 | 74,092 | 142,191 CHF | 142,932 CHF | 99.88% | 99.88% |