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 | 0.54% | 1.86 CHF | 1.87 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 185,788 CHF | 186,788 CHF | 100.00% | 100.00% |
29/04/2025 | 0.55% | 1.82 CHF | 1.83 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 182,331 CHF | 183,331 CHF | 100.00% | 100.00% |
28/04/2025 | 0.71% | 1.74 CHF | 1.75 CHF | 100,000 | 100,000 | 95,043 | 95,043 | 161,610 CHF | 162,710 CHF | 100.00% | 100.00% |
25/04/2025 | 1.22% | 1.64 CHF | 1.66 CHF | 75,000 | 75,000 | 74,944 | 74,944 | 122,056 CHF | 123,556 CHF | 99.95% | 99.95% |
24/04/2025 | 0.91% | 1.67 CHF | 1.69 CHF | 75,000 | 75,000 | 88,884 | 88,884 | 139,482 CHF | 140,704 CHF | 99.34% | 99.34% |
23/04/2025 | 1.43% | 1.53 CHF | 1.57 CHF | 40,000 | 20,000 | 68,468 | 64,735 | 106,669 CHF | 102,211 CHF | 98.09% | 98.09% |
22/04/2025 | 0.90% | 1.44 CHF | 1.45 CHF | 100,000 | 100,000 | 91,695 | 91,083 | 127,970 CHF | 128,179 CHF | 100.00% | 100.00% |
17/04/2025 | 1.58% | 1.47 CHF | 1.50 CHF | 37,500 | 37,500 | 54,983 | 54,983 | 79,477 CHF | 80,674 CHF | 98.65% | 98.65% |
16/04/2025 | 1.40% | 1.44 CHF | 1.46 CHF | 75,000 | 75,000 | 74,677 | 74,677 | 104,988 CHF | 106,457 CHF | 99.09% | 99.09% |
15/04/2025 | 1.39% | 1.47 CHF | 1.49 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 104,084 CHF | 105,540 CHF | 99.83% | 99.83% |