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 | 0.80% | 1.26 CHF | 1.27 CHF | 170,000 | 170,000 | 168,817 | 168,817 | 209,512 CHF | 211,200 CHF | 100.00% | 100.00% |
28/04/2025 | 0.83% | 1.20 CHF | 1.21 CHF | 165,000 | 165,000 | 162,410 | 162,410 | 195,652 CHF | 197,276 CHF | 100.00% | 100.00% |
25/04/2025 | 0.81% | 1.22 CHF | 1.23 CHF | 165,000 | 165,000 | 165,000 | 165,000 | 202,378 CHF | 204,028 CHF | 99.98% | 99.98% |
24/04/2025 | 0.81% | 1.24 CHF | 1.25 CHF | 165,000 | 165,000 | 167,024 | 167,024 | 206,772 CHF | 208,444 CHF | 98.61% | 98.61% |
23/04/2025 | 0.81% | 1.22 CHF | 1.23 CHF | 165,000 | 165,000 | 166,926 | 166,926 | 205,306 CHF | 206,975 CHF | 99.99% | 99.99% |
22/04/2025 | 0.79% | 1.26 CHF | 1.27 CHF | 175,000 | 175,000 | 174,888 | 174,888 | 220,598 CHF | 222,348 CHF | 99.41% | 99.41% |
17/04/2025 | 0.79% | 1.27 CHF | 1.28 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 221,773 CHF | 223,523 CHF | 100.00% | 100.00% |
16/04/2025 | 0.79% | 1.26 CHF | 1.27 CHF | 175,000 | 175,000 | 175,449 | 175,449 | 222,046 CHF | 223,801 CHF | 98.76% | 98.76% |
15/04/2025 | 0.79% | 1.26 CHF | 1.27 CHF | 175,000 | 175,000 | 175,779 | 175,779 | 221,562 CHF | 223,320 CHF | 100.00% | 100.00% |
14/04/2025 | 0.78% | 1.27 CHF | 1.28 CHF | 175,000 | 175,000 | 175,454 | 175,454 | 224,373 CHF | 226,128 CHF | 100.00% | 100.00% |