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 | 1.21% | 0.83 CHF | 0.84 CHF | 626,200 | 626,200 | 627,945 | 627,945 | 515,965 CHF | 522,245 CHF | 100.00% | 100.00% |
29/04/2025 | 1.26% | 0.78 CHF | 0.79 CHF | 629,100 | 629,100 | 613,637 | 613,637 | 484,651 CHF | 490,788 CHF | 98.75% | 98.75% |
28/04/2025 | 1.18% | 0.82 CHF | 0.83 CHF | 603,000 | 603,000 | 601,417 | 601,417 | 509,235 CHF | 515,252 CHF | 99.61% | 99.61% |
25/04/2025 | 1.18% | 0.84 CHF | 0.85 CHF | 600,900 | 600,900 | 617,613 | 617,613 | 522,362 CHF | 528,538 CHF | 99.95% | 99.95% |
24/04/2025 | 1.24% | 0.82 CHF | 0.83 CHF | 628,800 | 628,800 | 651,140 | 651,140 | 525,832 CHF | 532,365 CHF | 99.22% | 99.22% |
23/04/2025 | 1.28% | 0.85 CHF | 0.86 CHF | 669,900 | 669,900 | 731,936 | 731,936 | 569,058 CHF | 576,377 CHF | 99.82% | 99.82% |
22/04/2025 | 1.50% | 0.67 CHF | 0.68 CHF | 772,900 | 772,900 | 817,099 | 817,099 | 540,034 CHF | 548,206 CHF | 99.55% | 99.55% |
17/04/2025 | 1.12% | 0.89 CHF | 0.90 CHF | 564,300 | 564,300 | 565,510 | 565,510 | 500,645 CHF | 506,300 CHF | 98.90% | 98.90% |
16/04/2025 | 1.13% | 0.86 CHF | 0.87 CHF | 566,400 | 566,400 | 541,576 | 541,576 | 478,427 CHF | 483,843 CHF | 99.79% | 99.79% |
15/04/2025 | 1.06% | 0.97 CHF | 0.98 CHF | 525,000 | 525,000 | 561,933 | 561,933 | 528,336 CHF | 533,956 CHF | 99.98% | 99.98% |