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 | 0.42% | 5.00 CHF | 5.02 CHF | 130,000 | 130,000 | 128,290 | 128,290 | 654,342 CHF | 656,923 CHF | 100.00% | 100.00% |
29/04/2025 | 0.42% | 5.14 CHF | 5.16 CHF | 140,000 | 140,000 | 138,156 | 138,156 | 698,162 CHF | 700,942 CHF | 99.96% | 99.96% |
28/04/2025 | 0.43% | 5.00 CHF | 5.02 CHF | 140,000 | 140,000 | 137,977 | 137,977 | 682,238 CHF | 685,018 CHF | 100.00% | 100.00% |
25/04/2025 | 0.43% | 4.85 CHF | 4.87 CHF | 140,000 | 140,000 | 138,159 | 138,159 | 677,976 CHF | 680,755 CHF | 99.88% | 99.88% |
24/04/2025 | 0.46% | 4.84 CHF | 4.86 CHF | 140,000 | 140,000 | 137,892 | 137,892 | 632,525 CHF | 635,304 CHF | 99.93% | 99.93% |
23/04/2025 | 0.43% | 5.01 CHF | 5.03 CHF | 140,000 | 140,000 | 138,156 | 138,156 | 672,634 CHF | 675,414 CHF | 99.82% | 99.82% |
22/04/2025 | 0.53% | 4.26 CHF | 4.28 CHF | 150,000 | 150,000 | 148,035 | 148,035 | 592,609 CHF | 595,587 CHF | 99.43% | 99.43% |
17/04/2025 | 0.46% | 4.43 CHF | 4.45 CHF | 140,000 | 140,000 | 138,156 | 138,156 | 639,788 CHF | 642,568 CHF | 99.94% | 99.94% |
16/04/2025 | 0.41% | 5.11 CHF | 5.13 CHF | 140,000 | 140,000 | 138,157 | 138,157 | 706,356 CHF | 709,135 CHF | 99.72% | 99.72% |
15/04/2025 | 0.40% | 5.39 CHF | 5.41 CHF | 140,000 | 140,000 | 138,009 | 138,009 | 737,107 CHF | 739,886 CHF | 99.89% | 99.89% |