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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29/04/2025 | 0.82% | 1.25 CHF | 1.26 CHF | 136,000 | 136,000 | 135,050 | 135,050 | 165,192 CHF | 166,543 CHF | 99.99% | 99.99% |
28/04/2025 | 0.85% | 1.17 CHF | 1.18 CHF | 132,000 | 132,000 | 129,929 | 129,929 | 152,791 CHF | 154,091 CHF | 100.00% | 100.00% |
25/04/2025 | 0.83% | 1.20 CHF | 1.21 CHF | 132,000 | 132,000 | 132,000 | 132,000 | 158,730 CHF | 160,050 CHF | 99.99% | 99.99% |
24/04/2025 | 0.82% | 1.21 CHF | 1.22 CHF | 132,000 | 132,000 | 133,622 | 133,622 | 162,449 CHF | 163,787 CHF | 98.61% | 98.61% |
23/04/2025 | 0.83% | 1.19 CHF | 1.20 CHF | 132,000 | 132,000 | 133,543 | 133,543 | 161,049 CHF | 162,384 CHF | 99.94% | 99.94% |
22/04/2025 | 0.80% | 1.24 CHF | 1.25 CHF | 140,000 | 140,000 | 139,915 | 139,915 | 174,609 CHF | 176,009 CHF | 99.41% | 99.41% |
17/04/2025 | 0.79% | 1.25 CHF | 1.26 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 175,621 CHF | 177,021 CHF | 99.99% | 99.99% |
16/04/2025 | 0.79% | 1.25 CHF | 1.26 CHF | 140,000 | 140,000 | 140,365 | 140,365 | 176,077 CHF | 177,482 CHF | 98.06% | 98.06% |
15/04/2025 | 0.80% | 1.25 CHF | 1.26 CHF | 140,000 | 140,000 | 140,623 | 140,623 | 175,879 CHF | 177,285 CHF | 99.99% | 99.99% |
14/04/2025 | 0.78% | 1.26 CHF | 1.27 CHF | 140,000 | 140,000 | 140,363 | 140,363 | 178,343 CHF | 179,747 CHF | 100.00% | 100.00% |