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 | 0.57% | 1.75 CHF | 1.76 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 175,052 CHF | 176,052 CHF | 100.00% | 100.00% |
29/04/2025 | 0.58% | 1.72 CHF | 1.73 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 171,540 CHF | 172,540 CHF | 100.00% | 100.00% |
28/04/2025 | 0.75% | 1.63 CHF | 1.64 CHF | 100,000 | 100,000 | 95,043 | 95,043 | 151,402 CHF | 152,501 CHF | 100.00% | 100.00% |
25/04/2025 | 1.31% | 1.53 CHF | 1.55 CHF | 75,000 | 75,000 | 74,939 | 74,939 | 114,009 CHF | 115,508 CHF | 99.94% | 99.94% |
24/04/2025 | 0.93% | 1.57 CHF | 1.59 CHF | 75,000 | 75,000 | 88,881 | 88,881 | 129,966 CHF | 131,134 CHF | 99.28% | 99.28% |
23/04/2025 | 1.54% | 1.43 CHF | 1.47 CHF | 40,000 | 20,000 | 68,472 | 64,742 | 99,326 CHF | 95,279 CHF | 98.13% | 98.13% |
22/04/2025 | 1.01% | 1.34 CHF | 1.35 CHF | 100,000 | 100,000 | 91,696 | 91,084 | 118,092 CHF | 118,405 CHF | 100.00% | 100.00% |
17/04/2025 | 1.70% | 1.36 CHF | 1.39 CHF | 37,500 | 37,500 | 54,986 | 54,986 | 73,557 CHF | 74,755 CHF | 98.63% | 98.63% |
16/04/2025 | 1.51% | 1.33 CHF | 1.35 CHF | 75,000 | 75,000 | 74,678 | 74,678 | 97,000 CHF | 98,462 CHF | 99.41% | 99.41% |
15/04/2025 | 1.51% | 1.36 CHF | 1.38 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 96,042 CHF | 97,506 CHF | 98.92% | 98.92% |