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 | 0.95% | 1.07 CHF | 1.08 CHF | 170,000 | 170,000 | 168,828 | 168,828 | 177,146 CHF | 178,834 CHF | 100.00% | 100.00% |
28/04/2025 | 0.98% | 1.01 CHF | 1.02 CHF | 165,000 | 165,000 | 162,343 | 162,343 | 164,343 CHF | 165,967 CHF | 100.00% | 100.00% |
25/04/2025 | 0.96% | 1.03 CHF | 1.04 CHF | 165,000 | 165,000 | 165,000 | 165,000 | 170,555 CHF | 172,205 CHF | 100.00% | 100.00% |
24/04/2025 | 0.96% | 1.04 CHF | 1.05 CHF | 165,000 | 165,000 | 167,005 | 167,005 | 174,344 CHF | 176,017 CHF | 98.63% | 98.63% |
23/04/2025 | 0.96% | 1.03 CHF | 1.04 CHF | 165,000 | 165,000 | 166,937 | 166,937 | 172,921 CHF | 174,590 CHF | 99.93% | 99.93% |
22/04/2025 | 0.93% | 1.07 CHF | 1.08 CHF | 175,000 | 175,000 | 174,738 | 174,738 | 187,181 CHF | 188,931 CHF | 99.41% | 99.41% |
17/04/2025 | 0.92% | 1.08 CHF | 1.09 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 188,560 CHF | 190,310 CHF | 99.99% | 99.99% |
16/04/2025 | 0.93% | 1.07 CHF | 1.08 CHF | 175,000 | 175,000 | 175,491 | 175,491 | 188,812 CHF | 190,568 CHF | 98.76% | 98.76% |
15/04/2025 | 0.93% | 1.07 CHF | 1.08 CHF | 175,000 | 175,000 | 175,778 | 175,778 | 188,373 CHF | 190,131 CHF | 100.00% | 100.00% |
14/04/2025 | 0.91% | 1.08 CHF | 1.09 CHF | 175,000 | 175,000 | 175,455 | 175,455 | 191,031 CHF | 192,786 CHF | 100.00% | 100.00% |