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 | 0.56% | 1.79 CHF | 1.80 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 53,111 CHF | 44,509 CHF | 99.15% | 99.15% |
30/04/2025 | 0.62% | 1.62 CHF | 1.63 CHF | 40,000 | 25,000 | 39,946 | 25,000 | 64,497 CHF | 40,617 CHF | 100.00% | 100.00% |
29/04/2025 | 0.64% | 1.58 CHF | 1.59 CHF | 40,000 | 25,000 | 40,000 | 25,000 | 62,600 CHF | 39,375 CHF | 99.99% | 99.99% |
28/04/2025 | 0.77% | 1.54 CHF | 1.55 CHF | 40,000 | 25,000 | 40,000 | 22,025 | 61,253 CHF | 34,024 CHF | 100.00% | 100.00% |
25/04/2025 | 1.17% | 1.49 CHF | 1.51 CHF | 40,000 | 10,000 | 39,939 | 9,991 | 60,451 CHF | 15,300 CHF | 99.79% | 99.79% |
24/04/2025 | 1.02% | 1.40 CHF | 1.42 CHF | 40,000 | 10,000 | 40,000 | 18,331 | 55,604 CHF | 25,735 CHF | 99.32% | 99.32% |
23/04/2025 | 1.51% | 1.46 CHF | 1.50 CHF | 40,000 | 2,500 | 40,000 | 8,606 | 55,615 CHF | 12,007 CHF | 98.07% | 98.07% |
22/04/2025 | 1.08% | 1.21 CHF | 1.22 CHF | 50,000 | 25,000 | 50,000 | 20,771 | 57,667 CHF | 24,271 CHF | 100.00% | 100.00% |
17/04/2025 | 1.50% | 1.18 CHF | 1.20 CHF | 50,000 | 10,000 | 49,584 | 10,000 | 58,271 CHF | 11,936 CHF | 98.59% | 98.59% |
16/04/2025 | 1.55% | 1.20 CHF | 1.22 CHF | 50,000 | 10,000 | 49,763 | 9,957 | 57,842 CHF | 11,752 CHF | 99.32% | 99.32% |