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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29/04/2025 | 0.67% | 1.50 CHF | 1.51 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 149,566 CHF | 150,566 CHF | 100.00% | 100.00% |
28/04/2025 | 0.85% | 1.41 CHF | 1.42 CHF | 100,000 | 100,000 | 95,043 | 95,043 | 130,546 CHF | 131,619 CHF | 100.00% | 100.00% |
25/04/2025 | 1.52% | 1.32 CHF | 1.34 CHF | 75,000 | 75,000 | 74,938 | 74,938 | 97,709 CHF | 99,208 CHF | 99.95% | 99.95% |
24/04/2025 | 1.12% | 1.35 CHF | 1.37 CHF | 75,000 | 75,000 | 88,884 | 88,884 | 110,620 CHF | 111,820 CHF | 99.35% | 99.35% |
23/04/2025 | 1.79% | 1.21 CHF | 1.25 CHF | 50,000 | 20,000 | 70,436 | 64,959 | 86,740 CHF | 81,397 CHF | 97.64% | 97.64% |
22/04/2025 | 1.18% | 1.12 CHF | 1.13 CHF | 100,000 | 100,000 | 92,104 | 91,083 | 98,455 CHF | 98,432 CHF | 100.00% | 100.00% |
17/04/2025 | 1.98% | 1.15 CHF | 1.17 CHF | 37,500 | 37,500 | 54,989 | 54,989 | 61,631 CHF | 62,803 CHF | 98.59% | 98.59% |
16/04/2025 | 1.85% | 1.11 CHF | 1.13 CHF | 75,000 | 75,000 | 74,679 | 74,675 | 80,726 CHF | 82,217 CHF | 98.45% | 98.45% |
15/04/2025 | 1.73% | 1.14 CHF | 1.16 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 79,636 CHF | 81,024 CHF | 99.71% | 99.71% |
14/04/2025 | 1.73% | 1.05 CHF | 1.06 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 77,086 CHF | 78,434 CHF | 99.99% | 99.99% |