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 | 0.91% | 1.08 CHF | 1.09 CHF | 136,000 | 136,000 | 136,021 | 136,021 | 148,293 CHF | 149,653 CHF | 100.00% | 100.00% |
29/04/2025 | 0.92% | 1.11 CHF | 1.12 CHF | 136,000 | 136,000 | 135,065 | 135,065 | 146,178 CHF | 147,529 CHF | 99.99% | 99.99% |
28/04/2025 | 0.96% | 1.03 CHF | 1.04 CHF | 132,000 | 132,000 | 129,929 | 129,929 | 134,459 CHF | 135,759 CHF | 100.00% | 100.00% |
25/04/2025 | 0.94% | 1.06 CHF | 1.07 CHF | 132,000 | 132,000 | 132,000 | 132,000 | 140,094 CHF | 141,414 CHF | 100.00% | 100.00% |
24/04/2025 | 0.93% | 1.07 CHF | 1.08 CHF | 132,000 | 132,000 | 133,571 | 133,571 | 143,554 CHF | 144,892 CHF | 98.66% | 98.66% |
23/04/2025 | 0.93% | 1.05 CHF | 1.06 CHF | 132,000 | 132,000 | 133,555 | 133,555 | 142,281 CHF | 143,617 CHF | 99.76% | 99.76% |
22/04/2025 | 0.90% | 1.10 CHF | 1.11 CHF | 140,000 | 140,000 | 139,800 | 139,800 | 154,913 CHF | 156,313 CHF | 99.41% | 99.41% |
17/04/2025 | 0.89% | 1.11 CHF | 1.12 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 156,475 CHF | 157,875 CHF | 99.99% | 99.99% |
16/04/2025 | 0.89% | 1.11 CHF | 1.12 CHF | 140,000 | 140,000 | 140,369 | 140,369 | 156,711 CHF | 158,116 CHF | 98.03% | 98.03% |
15/04/2025 | 0.90% | 1.11 CHF | 1.12 CHF | 140,000 | 140,000 | 140,621 | 140,621 | 156,371 CHF | 157,778 CHF | 100.00% | 100.00% |