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 | 0.94% | 1.05 CHF | 1.06 CHF | 400,000 | 200,000 | 400,000 | 200,000 | 421,797 CHF | 212,898 CHF | 96.89% | 96.89% |
29/04/2025 | 0.95% | 1.07 CHF | 1.08 CHF | 400,000 | 200,000 | 400,000 | 200,000 | 418,031 CHF | 211,015 CHF | 98.88% | 98.88% |
28/04/2025 | 1.00% | 1.00 CHF | 1.01 CHF | 400,000 | 200,000 | 400,000 | 200,000 | 399,288 CHF | 201,644 CHF | 96.28% | 96.28% |
25/04/2025 | 0.97% | 1.02 CHF | 1.03 CHF | 400,000 | 200,000 | 400,000 | 200,000 | 410,072 CHF | 207,036 CHF | 92.82% | 92.82% |
24/04/2025 | 0.96% | 1.03 CHF | 1.05 CHF | 400,000 | 200,000 | 400,000 | 200,000 | 415,418 CHF | 209,709 CHF | 94.98% | 94.98% |
23/04/2025 | 0.97% | 1.01 CHF | 1.02 CHF | 400,000 | 200,000 | 400,000 | 200,000 | 411,858 CHF | 207,929 CHF | 97.39% | 97.39% |
22/04/2025 | 0.93% | 1.07 CHF | 1.08 CHF | 400,000 | 200,000 | 400,000 | 200,000 | 429,467 CHF | 216,733 CHF | 95.71% | 95.71% |
17/04/2025 | 0.92% | 1.08 CHF | 1.09 CHF | 400,000 | 200,000 | 400,000 | 200,000 | 432,490 CHF | 218,245 CHF | 86.44% | 86.44% |
16/04/2025 | 0.92% | 1.08 CHF | 1.09 CHF | 400,000 | 200,000 | 400,000 | 200,000 | 432,469 CHF | 218,235 CHF | 91.13% | 91.13% |
15/04/2025 | 0.93% | 1.07 CHF | 1.08 CHF | 400,000 | 200,000 | 400,000 | 200,000 | 430,179 CHF | 217,090 CHF | 96.85% | 96.85% |