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 | 1.06% | 0.94 CHF | 0.95 CHF | 400,000 | 200,000 | 400,000 | 200,000 | 376,468 CHF | 190,234 CHF | 96.90% | 96.90% |
29/04/2025 | 1.07% | 0.96 CHF | 0.97 CHF | 400,000 | 200,000 | 400,000 | 200,000 | 372,688 CHF | 188,344 CHF | 98.90% | 98.90% |
28/04/2025 | 1.12% | 0.89 CHF | 0.90 CHF | 400,000 | 200,000 | 400,000 | 200,000 | 353,915 CHF | 178,957 CHF | 96.27% | 96.27% |
25/04/2025 | 1.09% | 0.91 CHF | 0.92 CHF | 400,000 | 200,000 | 400,000 | 200,000 | 364,690 CHF | 184,345 CHF | 92.82% | 92.82% |
24/04/2025 | 1.08% | 0.92 CHF | 0.93 CHF | 400,000 | 200,000 | 400,000 | 200,000 | 370,065 CHF | 187,033 CHF | 94.99% | 94.99% |
23/04/2025 | 1.08% | 0.91 CHF | 0.92 CHF | 400,000 | 200,000 | 400,000 | 200,000 | 366,747 CHF | 185,374 CHF | 97.38% | 97.38% |
22/04/2025 | 1.04% | 0.96 CHF | 0.97 CHF | 400,000 | 200,000 | 400,000 | 200,000 | 384,384 CHF | 194,192 CHF | 95.71% | 95.71% |
17/04/2025 | 1.03% | 0.97 CHF | 0.98 CHF | 400,000 | 200,000 | 400,000 | 200,000 | 387,544 CHF | 195,772 CHF | 86.44% | 86.44% |
16/04/2025 | 1.03% | 0.97 CHF | 0.98 CHF | 400,000 | 200,000 | 400,000 | 200,000 | 387,555 CHF | 195,778 CHF | 91.12% | 91.12% |
15/04/2025 | 1.03% | 0.96 CHF | 0.97 CHF | 400,000 | 200,000 | 400,000 | 200,000 | 385,491 CHF | 194,745 CHF | 96.81% | 96.81% |