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 | 0.73% | 1.33 CHF | 1.34 CHF | 265,000 | 265,000 | 261,944 | 261,944 | 356,462 CHF | 359,082 CHF | 100.00% | 100.00% |
29/04/2025 | 0.73% | 1.35 CHF | 1.36 CHF | 265,000 | 265,000 | 261,758 | 261,758 | 359,767 CHF | 362,384 CHF | 100.00% | 100.00% |
28/04/2025 | 0.69% | 1.42 CHF | 1.43 CHF | 260,000 | 260,000 | 255,684 | 255,684 | 368,588 CHF | 371,146 CHF | 100.00% | 100.00% |
25/04/2025 | 0.71% | 1.44 CHF | 1.45 CHF | 255,000 | 255,000 | 259,074 | 259,074 | 363,071 CHF | 365,662 CHF | 99.97% | 99.97% |
24/04/2025 | 0.81% | 1.32 CHF | 1.33 CHF | 265,000 | 265,000 | 270,931 | 270,931 | 335,222 CHF | 337,935 CHF | 99.27% | 99.27% |
23/04/2025 | 0.81% | 1.24 CHF | 1.25 CHF | 270,000 | 270,000 | 273,598 | 273,598 | 335,064 CHF | 337,799 CHF | 99.81% | 99.81% |
22/04/2025 | 0.95% | 1.10 CHF | 1.11 CHF | 285,000 | 285,000 | 285,686 | 285,686 | 301,894 CHF | 304,755 CHF | 99.60% | 99.60% |
17/04/2025 | 0.94% | 1.06 CHF | 1.07 CHF | 285,000 | 285,000 | 287,546 | 287,546 | 305,079 CHF | 307,954 CHF | 99.98% | 99.98% |
16/04/2025 | 1.00% | 1.03 CHF | 1.04 CHF | 290,000 | 290,000 | 293,352 | 293,352 | 293,467 CHF | 296,402 CHF | 99.91% | 99.91% |
15/04/2025 | 0.96% | 1.01 CHF | 1.02 CHF | 290,000 | 290,000 | 290,494 | 290,494 | 302,101 CHF | 305,006 CHF | 99.96% | 99.96% |