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 | 2.28% | 0.43 CHF | 0.44 CHF | 132,000 | 132,000 | 132,039 | 132,039 | 57,188 CHF | 58,509 CHF | 100.00% | 100.00% |
30/04/2025 | 2.11% | 0.46 CHF | 0.47 CHF | 136,000 | 136,000 | 136,025 | 136,025 | 63,811 CHF | 65,171 CHF | 99.99% | 99.99% |
29/04/2025 | 2.17% | 0.49 CHF | 0.50 CHF | 136,000 | 136,000 | 135,062 | 135,062 | 62,092 CHF | 63,443 CHF | 100.00% | 100.00% |
28/04/2025 | 2.41% | 0.41 CHF | 0.42 CHF | 132,000 | 132,000 | 129,868 | 129,868 | 53,314 CHF | 54,614 CHF | 100.00% | 100.00% |
25/04/2025 | 2.25% | 0.44 CHF | 0.45 CHF | 132,000 | 132,000 | 132,000 | 132,000 | 57,980 CHF | 59,300 CHF | 99.97% | 99.97% |
24/04/2025 | 2.18% | 0.45 CHF | 0.46 CHF | 132,000 | 132,000 | 133,599 | 133,599 | 60,710 CHF | 62,048 CHF | 98.63% | 98.63% |
23/04/2025 | 2.22% | 0.43 CHF | 0.44 CHF | 132,000 | 132,000 | 133,549 | 133,549 | 59,594 CHF | 60,929 CHF | 99.93% | 99.93% |
22/04/2025 | 2.02% | 0.49 CHF | 0.50 CHF | 140,000 | 140,000 | 139,776 | 139,776 | 68,784 CHF | 70,184 CHF | 99.41% | 99.41% |
17/04/2025 | 1.97% | 0.50 CHF | 0.51 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 70,253 CHF | 71,653 CHF | 99.99% | 99.99% |
16/04/2025 | 1.97% | 0.50 CHF | 0.51 CHF | 140,000 | 140,000 | 140,378 | 140,378 | 70,579 CHF | 71,983 CHF | 97.95% | 97.95% |