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 |
---|---|---|---|---|---|---|---|---|---|---|---|
05/05/2025 | 1.90% | 0.79 CHF | 0.81 CHF | 75,000 | 75,000 | 86,791 | 86,791 | 70,564 CHF | 71,852 CHF | 99.82% | 99.82% |
02/05/2025 | 1.31% | 0.81 CHF | 0.82 CHF | 100,000 | 100,000 | 98,230 | 98,230 | 77,323 CHF | 78,323 CHF | 98.09% | 98.09% |
30/04/2025 | 1.29% | 0.78 CHF | 0.79 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 77,283 CHF | 78,283 CHF | 99.35% | 99.35% |
29/04/2025 | 1.34% | 0.74 CHF | 0.75 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 74,390 CHF | 75,390 CHF | 95.47% | 95.47% |
28/04/2025 | 1.80% | 0.69 CHF | 0.70 CHF | 100,000 | 100,000 | 96,982 | 95,042 | 63,984 CHF | 63,879 CHF | 100.00% | 100.00% |
25/04/2025 | 3.13% | 0.63 CHF | 0.65 CHF | 80,000 | 75,000 | 86,401 | 74,967 | 53,498 CHF | 47,929 CHF | 85.02% | 85.02% |
24/04/2025 | 2.30% | 0.66 CHF | 0.68 CHF | 80,000 | 75,000 | 93,632 | 88,430 | 56,661 CHF | 54,644 CHF | 94.76% | 94.76% |
23/04/2025 | 3.68% | 0.59 CHF | 0.63 CHF | 90,000 | 20,000 | 87,717 | 64,921 | 53,505 CHF | 41,183 CHF | 97.51% | 97.51% |
22/04/2025 | 2.36% | 0.56 CHF | 0.57 CHF | 100,000 | 100,000 | 99,617 | 91,152 | 53,141 CHF | 49,663 CHF | 99.88% | 99.88% |
17/04/2025 | 4.22% | 0.56 CHF | 0.59 CHF | 37,500 | 37,500 | 67,696 | 55,855 | 36,757 CHF | 31,847 CHF | 93.97% | 93.97% |