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 | 0.70% | 1.40 CHF | 1.41 CHF | 265,000 | 265,000 | 261,761 | 261,761 | 374,786 CHF | 377,404 CHF | 99.81% | 99.81% |
28/04/2025 | 0.67% | 1.47 CHF | 1.48 CHF | 260,000 | 260,000 | 255,685 | 255,685 | 383,006 CHF | 385,564 CHF | 99.82% | 99.82% |
25/04/2025 | 0.68% | 1.50 CHF | 1.51 CHF | 255,000 | 255,000 | 259,062 | 259,062 | 377,966 CHF | 380,557 CHF | 99.23% | 99.23% |
24/04/2025 | 0.77% | 1.37 CHF | 1.38 CHF | 265,000 | 265,000 | 271,045 | 271,045 | 350,814 CHF | 353,528 CHF | 99.13% | 99.13% |
23/04/2025 | 0.78% | 1.30 CHF | 1.31 CHF | 270,000 | 270,000 | 273,638 | 273,638 | 350,610 CHF | 353,347 CHF | 98.30% | 98.30% |
22/04/2025 | 0.90% | 1.15 CHF | 1.16 CHF | 285,000 | 285,000 | 285,951 | 285,951 | 318,328 CHF | 321,189 CHF | 99.40% | 99.40% |
17/04/2025 | 0.89% | 1.12 CHF | 1.13 CHF | 285,000 | 285,000 | 287,543 | 287,543 | 321,315 CHF | 324,191 CHF | 99.35% | 99.35% |
16/04/2025 | 0.94% | 1.08 CHF | 1.09 CHF | 290,000 | 290,000 | 293,329 | 293,329 | 309,956 CHF | 312,891 CHF | 99.60% | 99.60% |
15/04/2025 | 0.91% | 1.07 CHF | 1.08 CHF | 290,000 | 290,000 | 290,474 | 290,474 | 318,316 CHF | 321,220 CHF | 98.68% | 98.68% |
14/04/2025 | 0.91% | 1.10 CHF | 1.11 CHF | 290,000 | 290,000 | 289,168 | 289,168 | 316,084 CHF | 318,975 CHF | 99.02% | 99.02% |