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 | 3.72% | 0.29 CHF | 0.30 CHF | 200,000 | 200,000 | 206,687 | 206,697 | 54,489 CHF | 56,559 CHF | 89.12% | 89.12% |
30/04/2025 | 4.71% | 0.21 CHF | 0.22 CHF | 275,000 | 275,000 | 255,730 | 255,730 | 53,081 CHF | 55,638 CHF | 98.66% | 98.66% |
29/04/2025 | 4.87% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 258,447 | 258,439 | 51,762 CHF | 54,345 CHF | 98.93% | 98.93% |
28/04/2025 | 5.83% | 0.19 CHF | 0.20 CHF | 300,000 | 300,000 | 311,702 | 311,702 | 51,936 CHF | 55,053 CHF | 96.14% | 96.14% |
25/04/2025 | 5.57% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 300,015 | 300,024 | 52,403 CHF | 55,405 CHF | 91.74% | 91.74% |
24/04/2025 | 6.50% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 348,370 | 348,374 | 51,863 CHF | 55,348 CHF | 99.96% | 99.96% |
23/04/2025 | 6.90% | 0.14 CHF | 0.15 CHF | 350,000 | 350,000 | 379,424 | 372,053 | 53,045 CHF | 55,803 CHF | 100.00% | 100.00% |
22/04/2025 | 11.61% | 0.10 CHF | 0.11 CHF | 600,000 | 300,000 | 627,900 | 329,361 | 51,020 CHF | 30,057 CHF | 99.92% | 99.92% |
17/04/2025 | 10.54% | 0.10 CHF | 0.11 CHF | 575,000 | 300,000 | 566,002 | 360,801 | 50,936 CHF | 36,603 CHF | 99.78% | 99.78% |
16/04/2025 | 11.45% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 613,301 | 313,083 | 50,542 CHF | 28,920 CHF | 99.02% | 99.02% |