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% | 0.82 CHF | 0.83 CHF | 400,000 | 200,000 | 400,000 | 200,000 | 329,968 CHF | 166,984 CHF | 96.89% | 96.89% |
29/04/2025 | 1.22% | 0.84 CHF | 0.85 CHF | 400,000 | 200,000 | 400,000 | 200,000 | 326,061 CHF | 165,030 CHF | 98.90% | 98.90% |
28/04/2025 | 1.29% | 0.77 CHF | 0.78 CHF | 400,000 | 200,000 | 400,000 | 200,000 | 306,982 CHF | 155,491 CHF | 96.28% | 96.28% |
25/04/2025 | 1.25% | 0.79 CHF | 0.80 CHF | 400,000 | 200,000 | 400,000 | 200,000 | 317,748 CHF | 160,874 CHF | 92.82% | 92.82% |
24/04/2025 | 1.23% | 0.81 CHF | 0.82 CHF | 400,000 | 200,000 | 400,000 | 200,000 | 323,355 CHF | 163,677 CHF | 94.98% | 94.98% |
23/04/2025 | 1.24% | 0.79 CHF | 0.80 CHF | 400,000 | 200,000 | 400,000 | 200,000 | 320,030 CHF | 162,015 CHF | 97.38% | 97.38% |
22/04/2025 | 1.18% | 0.84 CHF | 0.85 CHF | 400,000 | 200,000 | 400,000 | 200,000 | 338,013 CHF | 171,006 CHF | 95.71% | 95.71% |
17/04/2025 | 1.17% | 0.85 CHF | 0.86 CHF | 400,000 | 200,000 | 400,000 | 200,000 | 341,357 CHF | 172,678 CHF | 86.44% | 86.44% |
16/04/2025 | 1.16% | 0.85 CHF | 0.86 CHF | 400,000 | 200,000 | 400,000 | 200,000 | 341,480 CHF | 172,740 CHF | 91.12% | 91.12% |
15/04/2025 | 1.17% | 0.85 CHF | 0.86 CHF | 400,000 | 200,000 | 400,000 | 200,000 | 339,514 CHF | 171,757 CHF | 96.82% | 96.82% |