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 | 1.75% | 0.56 CHF | 0.57 CHF | 132,000 | 132,000 | 132,040 | 132,040 | 75,009 CHF | 76,330 CHF | 100.00% | 100.00% |
30/04/2025 | 1.64% | 0.60 CHF | 0.61 CHF | 136,000 | 136,000 | 136,023 | 136,023 | 82,298 CHF | 83,658 CHF | 100.00% | 100.00% |
29/04/2025 | 1.67% | 0.62 CHF | 0.63 CHF | 136,000 | 136,000 | 135,064 | 135,064 | 80,531 CHF | 81,882 CHF | 100.00% | 100.00% |
28/04/2025 | 1.81% | 0.55 CHF | 0.56 CHF | 132,000 | 132,000 | 129,905 | 129,905 | 71,128 CHF | 72,428 CHF | 100.00% | 100.00% |
25/04/2025 | 1.73% | 0.57 CHF | 0.58 CHF | 132,000 | 132,000 | 132,000 | 132,000 | 75,760 CHF | 77,080 CHF | 100.00% | 100.00% |
24/04/2025 | 1.69% | 0.59 CHF | 0.60 CHF | 132,000 | 132,000 | 133,583 | 133,583 | 78,607 CHF | 79,945 CHF | 98.66% | 98.66% |
23/04/2025 | 1.71% | 0.57 CHF | 0.58 CHF | 132,000 | 132,000 | 133,557 | 133,557 | 77,555 CHF | 78,891 CHF | 100.00% | 100.00% |
22/04/2025 | 1.58% | 0.62 CHF | 0.63 CHF | 140,000 | 140,000 | 139,913 | 139,913 | 87,730 CHF | 89,130 CHF | 99.41% | 99.41% |
17/04/2025 | 1.56% | 0.63 CHF | 0.64 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 89,191 CHF | 90,591 CHF | 99.98% | 99.98% |
16/04/2025 | 1.56% | 0.63 CHF | 0.64 CHF | 140,000 | 140,000 | 140,381 | 140,381 | 89,448 CHF | 90,853 CHF | 98.76% | 98.76% |