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 | 0.80% | 1.29 CHF | 1.30 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 156,391 CHF | 157,641 CHF | 90.16% | 90.16% |
30/04/2025 | 0.88% | 1.14 CHF | 1.15 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 141,299 CHF | 142,549 CHF | 100.00% | 100.00% |
29/04/2025 | 0.89% | 1.11 CHF | 1.12 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 139,098 CHF | 140,348 CHF | 100.00% | 100.00% |
28/04/2025 | 0.97% | 1.08 CHF | 1.09 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 128,683 CHF | 129,933 CHF | 99.87% | 99.87% |
25/04/2025 | 0.97% | 1.01 CHF | 1.02 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 128,640 CHF | 129,890 CHF | 99.96% | 99.96% |
24/04/2025 | 1.07% | 1.01 CHF | 1.02 CHF | 125,000 | 125,000 | 130,121 | 130,121 | 121,325 CHF | 122,627 CHF | 99.96% | 99.96% |
23/04/2025 | 1.08% | 0.91 CHF | 0.92 CHF | 125,000 | 125,000 | 132,740 | 132,740 | 121,938 CHF | 123,266 CHF | 99.97% | 99.97% |
22/04/2025 | 1.39% | 0.78 CHF | 0.79 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 107,633 CHF | 109,133 CHF | 99.95% | 99.95% |
17/04/2025 | 1.37% | 0.77 CHF | 0.78 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 109,129 CHF | 110,629 CHF | 99.68% | 99.68% |
16/04/2025 | 1.45% | 0.71 CHF | 0.72 CHF | 150,000 | 150,000 | 151,073 | 151,073 | 103,275 CHF | 104,785 CHF | 99.02% | 99.02% |