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 |
---|---|---|---|---|---|---|---|---|---|---|---|
02/05/2025 | 1.66% | 0.59 CHF | 0.60 CHF | 132,000 | 132,000 | 132,039 | 132,039 | 78,768 CHF | 80,088 CHF | 100.00% | 100.00% |
30/04/2025 | 1.57% | 0.63 CHF | 0.64 CHF | 136,000 | 136,000 | 136,023 | 136,023 | 86,078 CHF | 87,439 CHF | 100.00% | 100.00% |
29/04/2025 | 1.60% | 0.65 CHF | 0.66 CHF | 136,000 | 136,000 | 135,062 | 135,062 | 84,317 CHF | 85,667 CHF | 99.99% | 99.99% |
28/04/2025 | 1.73% | 0.58 CHF | 0.59 CHF | 132,000 | 132,000 | 129,869 | 129,869 | 74,765 CHF | 76,064 CHF | 100.00% | 100.00% |
25/04/2025 | 1.65% | 0.60 CHF | 0.61 CHF | 132,000 | 132,000 | 132,000 | 132,000 | 79,436 CHF | 80,756 CHF | 100.00% | 100.00% |
24/04/2025 | 1.61% | 0.61 CHF | 0.62 CHF | 132,000 | 132,000 | 133,599 | 133,599 | 82,379 CHF | 83,716 CHF | 98.64% | 98.64% |
23/04/2025 | 1.63% | 0.59 CHF | 0.60 CHF | 132,000 | 132,000 | 133,548 | 133,548 | 81,260 CHF | 82,596 CHF | 100.00% | 100.00% |
22/04/2025 | 1.52% | 0.65 CHF | 0.66 CHF | 140,000 | 140,000 | 139,776 | 139,776 | 91,342 CHF | 92,742 CHF | 99.41% | 99.41% |
17/04/2025 | 1.49% | 0.66 CHF | 0.67 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 92,997 CHF | 94,397 CHF | 100.00% | 100.00% |
16/04/2025 | 1.49% | 0.66 CHF | 0.67 CHF | 140,000 | 140,000 | 140,389 | 140,389 | 93,373 CHF | 94,778 CHF | 97.96% | 97.96% |