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 | 0.68% | 1.43 CHF | 1.44 CHF | 265,000 | 265,000 | 261,948 | 261,948 | 382,162 CHF | 384,781 CHF | 100.00% | 100.00% |
29/04/2025 | 0.68% | 1.45 CHF | 1.46 CHF | 265,000 | 265,000 | 261,765 | 261,765 | 385,526 CHF | 388,144 CHF | 100.00% | 100.00% |
28/04/2025 | 0.65% | 1.51 CHF | 1.52 CHF | 260,000 | 260,000 | 255,567 | 255,567 | 393,506 CHF | 396,064 CHF | 99.99% | 99.99% |
25/04/2025 | 0.66% | 1.54 CHF | 1.55 CHF | 255,000 | 255,000 | 259,072 | 259,072 | 388,616 CHF | 391,207 CHF | 99.95% | 99.95% |
24/04/2025 | 0.75% | 1.42 CHF | 1.43 CHF | 265,000 | 265,000 | 271,019 | 271,019 | 361,899 CHF | 364,613 CHF | 99.20% | 99.20% |
23/04/2025 | 0.75% | 1.34 CHF | 1.35 CHF | 270,000 | 270,000 | 273,596 | 273,596 | 361,933 CHF | 364,669 CHF | 99.88% | 99.88% |
22/04/2025 | 0.87% | 1.19 CHF | 1.20 CHF | 285,000 | 285,000 | 285,697 | 285,697 | 329,723 CHF | 332,585 CHF | 99.60% | 99.60% |
17/04/2025 | 0.86% | 1.16 CHF | 1.17 CHF | 285,000 | 285,000 | 287,535 | 287,535 | 332,991 CHF | 335,866 CHF | 99.98% | 99.98% |
16/04/2025 | 0.91% | 1.12 CHF | 1.13 CHF | 290,000 | 290,000 | 293,400 | 293,400 | 321,906 CHF | 324,841 CHF | 99.93% | 99.93% |
15/04/2025 | 0.88% | 1.11 CHF | 1.12 CHF | 290,000 | 290,000 | 290,500 | 290,500 | 330,077 CHF | 332,982 CHF | 99.94% | 99.94% |