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 | 168,865 | 168,865 | 209,317 CHF | 211,005 CHF | 94.34% | 94.34% |
28/04/2025 | 0.83% | 1.20 CHF | 1.21 CHF | 165,000 | 165,000 | 162,352 | 162,352 | 195,259 CHF | 196,883 CHF | 96.74% | 96.74% |
25/04/2025 | 0.81% | 1.22 CHF | 1.23 CHF | 165,000 | 165,000 | 165,000 | 165,000 | 202,004 CHF | 203,654 CHF | 93.15% | 93.15% |
24/04/2025 | 0.81% | 1.23 CHF | 1.24 CHF | 165,000 | 165,000 | 167,039 | 167,039 | 206,576 CHF | 208,249 CHF | 93.27% | 93.27% |
23/04/2025 | 0.81% | 1.22 CHF | 1.23 CHF | 165,000 | 165,000 | 166,919 | 166,919 | 204,942 CHF | 206,611 CHF | 93.02% | 93.02% |
22/04/2025 | 0.79% | 1.26 CHF | 1.27 CHF | 175,000 | 175,000 | 174,897 | 174,897 | 220,212 CHF | 221,962 CHF | 94.99% | 94.99% |
17/04/2025 | 0.79% | 1.26 CHF | 1.27 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 221,298 CHF | 223,048 CHF | 99.99% | 99.99% |
16/04/2025 | 0.79% | 1.26 CHF | 1.27 CHF | 175,000 | 175,000 | 175,456 | 175,456 | 221,790 CHF | 223,546 CHF | 90.32% | 90.32% |
15/04/2025 | 0.79% | 1.25 CHF | 1.26 CHF | 175,000 | 175,000 | 175,796 | 175,796 | 221,208 CHF | 222,966 CHF | 93.08% | 93.08% |
14/04/2025 | 0.78% | 1.27 CHF | 1.28 CHF | 175,000 | 175,000 | 175,411 | 175,411 | 224,063 CHF | 225,817 CHF | 95.06% | 95.06% |