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 | 2.54% | 0.42 CHF | 0.43 CHF | 175,000 | 175,000 | 174,959 | 173,886 | 68,035 CHF | 69,399 CHF | 89.73% | 89.73% |
30/04/2025 | 3.14% | 0.32 CHF | 0.33 CHF | 200,000 | 200,000 | 196,581 | 196,618 | 61,804 CHF | 63,782 CHF | 100.00% | 100.00% |
29/04/2025 | 3.23% | 0.31 CHF | 0.32 CHF | 200,000 | 200,000 | 199,979 | 199,965 | 60,980 CHF | 62,976 CHF | 100.00% | 100.00% |
28/04/2025 | 3.78% | 0.29 CHF | 0.30 CHF | 200,000 | 200,000 | 221,341 | 221,314 | 57,449 CHF | 59,657 CHF | 99.86% | 99.86% |
25/04/2025 | 3.69% | 0.26 CHF | 0.27 CHF | 225,000 | 225,000 | 224,534 | 224,585 | 59,785 CHF | 62,046 CHF | 99.96% | 99.96% |
24/04/2025 | 4.38% | 0.26 CHF | 0.27 CHF | 225,000 | 225,000 | 252,352 | 252,360 | 56,471 CHF | 58,996 CHF | 99.96% | 99.96% |
23/04/2025 | 4.57% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 261,321 | 261,736 | 55,957 CHF | 58,664 CHF | 100.00% | 100.00% |
22/04/2025 | 7.36% | 0.15 CHF | 0.16 CHF | 375,000 | 375,000 | 395,475 | 395,466 | 51,833 CHF | 55,787 CHF | 99.16% | 99.16% |
17/04/2025 | 6.83% | 0.16 CHF | 0.17 CHF | 375,000 | 375,000 | 373,748 | 373,749 | 52,887 CHF | 56,624 CHF | 99.78% | 99.78% |
16/04/2025 | 7.51% | 0.14 CHF | 0.15 CHF | 400,000 | 400,000 | 406,048 | 406,207 | 52,052 CHF | 56,134 CHF | 99.02% | 99.02% |