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 | 1.40% | 0.70 CHF | 0.71 CHF | 400,000 | 200,000 | 400,000 | 200,000 | 282,954 CHF | 143,477 CHF | 96.89% | 96.89% |
29/04/2025 | 1.43% | 0.73 CHF | 0.74 CHF | 400,000 | 200,000 | 400,000 | 200,000 | 279,017 CHF | 141,508 CHF | 98.88% | 98.88% |
28/04/2025 | 1.53% | 0.65 CHF | 0.66 CHF | 400,000 | 200,000 | 400,000 | 200,000 | 259,932 CHF | 131,966 CHF | 96.27% | 96.27% |
25/04/2025 | 1.47% | 0.68 CHF | 0.69 CHF | 400,000 | 200,000 | 400,000 | 200,000 | 270,627 CHF | 137,313 CHF | 92.83% | 92.83% |
24/04/2025 | 1.44% | 0.69 CHF | 0.70 CHF | 400,000 | 200,000 | 400,000 | 200,000 | 276,373 CHF | 140,187 CHF | 94.98% | 94.98% |
23/04/2025 | 1.45% | 0.67 CHF | 0.68 CHF | 400,000 | 200,000 | 400,000 | 200,000 | 273,150 CHF | 138,575 CHF | 97.39% | 97.39% |
22/04/2025 | 1.36% | 0.73 CHF | 0.74 CHF | 400,000 | 200,000 | 400,000 | 200,000 | 291,432 CHF | 147,716 CHF | 95.70% | 95.70% |
17/04/2025 | 1.35% | 0.74 CHF | 0.75 CHF | 400,000 | 200,000 | 400,000 | 200,000 | 294,861 CHF | 149,430 CHF | 86.44% | 86.44% |
16/04/2025 | 1.35% | 0.73 CHF | 0.74 CHF | 400,000 | 200,000 | 400,000 | 200,000 | 294,986 CHF | 149,493 CHF | 91.13% | 91.13% |
15/04/2025 | 1.36% | 0.73 CHF | 0.74 CHF | 400,000 | 200,000 | 400,000 | 200,000 | 293,171 CHF | 148,585 CHF | 96.81% | 96.81% |