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 | 0.71% | 1.40 CHF | 1.41 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 140,099 CHF | 141,099 CHF | 100.00% | 100.00% |
29/04/2025 | 0.73% | 1.37 CHF | 1.38 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 136,566 CHF | 137,566 CHF | 100.00% | 100.00% |
28/04/2025 | 0.97% | 1.28 CHF | 1.29 CHF | 100,000 | 100,000 | 95,043 | 95,043 | 118,164 CHF | 119,263 CHF | 100.00% | 100.00% |
25/04/2025 | 1.69% | 1.19 CHF | 1.21 CHF | 75,000 | 75,000 | 74,938 | 74,938 | 87,967 CHF | 89,466 CHF | 99.96% | 99.96% |
24/04/2025 | 1.25% | 1.22 CHF | 1.24 CHF | 75,000 | 75,000 | 88,884 | 88,884 | 99,066 CHF | 100,265 CHF | 99.35% | 99.35% |
23/04/2025 | 2.08% | 1.08 CHF | 1.12 CHF | 50,000 | 20,000 | 70,434 | 64,954 | 77,581 CHF | 73,015 CHF | 97.64% | 97.64% |
22/04/2025 | 1.34% | 0.99 CHF | 1.00 CHF | 100,000 | 100,000 | 92,512 | 91,083 | 86,868 CHF | 86,591 CHF | 100.00% | 100.00% |
17/04/2025 | 2.23% | 1.02 CHF | 1.04 CHF | 37,500 | 37,500 | 54,988 | 54,988 | 54,482 CHF | 55,654 CHF | 98.60% | 98.60% |
16/04/2025 | 2.10% | 0.98 CHF | 1.00 CHF | 75,000 | 75,000 | 74,681 | 74,676 | 71,025 CHF | 72,515 CHF | 98.70% | 98.70% |
15/04/2025 | 2.08% | 1.02 CHF | 1.03 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 69,927 CHF | 71,391 CHF | 99.76% | 99.76% |