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 | 0.80% | 2.58 CHF | 2.60 CHF | 170,000 | 170,000 | 167,809 | 167,809 | 443,427 CHF | 446,803 CHF | 99.97% | 99.97% |
29/04/2025 | 0.81% | 2.68 CHF | 2.70 CHF | 180,000 | 180,000 | 177,662 | 177,662 | 460,683 CHF | 464,257 CHF | 99.98% | 99.98% |
28/04/2025 | 0.84% | 2.54 CHF | 2.56 CHF | 180,000 | 180,000 | 177,424 | 177,424 | 443,113 CHF | 446,687 CHF | 100.00% | 100.00% |
25/04/2025 | 0.85% | 2.42 CHF | 2.44 CHF | 180,000 | 180,000 | 177,640 | 177,640 | 440,171 CHF | 443,745 CHF | 99.94% | 99.94% |
24/04/2025 | 0.93% | 2.45 CHF | 2.47 CHF | 190,000 | 190,000 | 187,156 | 187,156 | 424,311 CHF | 428,083 CHF | 99.99% | 99.99% |
23/04/2025 | 0.84% | 2.61 CHF | 2.63 CHF | 200,000 | 200,000 | 197,371 | 197,371 | 493,051 CHF | 497,022 CHF | 99.71% | 99.71% |
22/04/2025 | 1.12% | 2.04 CHF | 2.06 CHF | 200,000 | 200,000 | 197,360 | 197,360 | 371,100 CHF | 375,071 CHF | 99.44% | 99.44% |
17/04/2025 | 0.91% | 2.14 CHF | 2.16 CHF | 190,000 | 190,000 | 187,522 | 187,522 | 438,421 CHF | 442,193 CHF | 99.95% | 99.95% |
16/04/2025 | 0.77% | 2.72 CHF | 2.74 CHF | 180,000 | 180,000 | 177,651 | 177,651 | 485,848 CHF | 489,422 CHF | 99.78% | 99.78% |
15/04/2025 | 0.72% | 2.95 CHF | 2.97 CHF | 180,000 | 180,000 | 177,632 | 177,632 | 521,967 CHF | 525,540 CHF | 99.93% | 99.93% |