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 | 0.77% | 1.28 CHF | 1.29 CHF | 400,000 | 200,000 | 400,000 | 200,000 | 515,265 CHF | 259,632 CHF | 96.89% | 96.89% |
29/04/2025 | 0.78% | 1.31 CHF | 1.32 CHF | 400,000 | 200,000 | 400,000 | 200,000 | 511,702 CHF | 257,851 CHF | 98.89% | 98.89% |
28/04/2025 | 0.81% | 1.23 CHF | 1.24 CHF | 400,000 | 200,000 | 400,000 | 200,000 | 493,226 CHF | 248,613 CHF | 96.26% | 96.26% |
25/04/2025 | 0.79% | 1.25 CHF | 1.26 CHF | 400,000 | 200,000 | 400,000 | 200,000 | 504,088 CHF | 254,044 CHF | 92.84% | 92.84% |
24/04/2025 | 0.78% | 1.27 CHF | 1.28 CHF | 400,000 | 200,000 | 400,000 | 200,000 | 509,218 CHF | 256,609 CHF | 94.99% | 94.99% |
23/04/2025 | 0.79% | 1.25 CHF | 1.26 CHF | 400,000 | 200,000 | 400,000 | 200,000 | 505,440 CHF | 254,720 CHF | 97.41% | 97.41% |
22/04/2025 | 0.76% | 1.30 CHF | 1.31 CHF | 400,000 | 200,000 | 400,000 | 200,000 | 522,430 CHF | 263,215 CHF | 95.70% | 95.70% |
17/04/2025 | 0.76% | 1.31 CHF | 1.32 CHF | 400,000 | 200,000 | 400,000 | 200,000 | 525,206 CHF | 264,603 CHF | 86.43% | 86.43% |
16/04/2025 | 0.76% | 1.31 CHF | 1.32 CHF | 400,000 | 200,000 | 400,000 | 200,000 | 524,905 CHF | 264,453 CHF | 91.12% | 91.12% |
15/04/2025 | 0.76% | 1.30 CHF | 1.31 CHF | 400,000 | 200,000 | 400,000 | 200,000 | 522,441 CHF | 263,221 CHF | 96.85% | 96.85% |