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 | 1.58% | 0.60 CHF | 0.61 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 283,155 CHF | 95,885 CHF | 98.42% | 98.42% |
29/04/2025 | 1.55% | 0.61 CHF | 0.62 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 288,167 CHF | 97,556 CHF | 98.56% | 98.56% |
28/04/2025 | 1.40% | 0.69 CHF | 0.70 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 319,776 CHF | 108,092 CHF | 96.31% | 96.31% |
25/04/2025 | 1.49% | 0.71 CHF | 0.72 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 299,681 CHF | 101,394 CHF | 98.25% | 98.25% |
24/04/2025 | 1.97% | 0.58 CHF | 0.59 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 227,374 CHF | 77,291 CHF | 98.64% | 98.64% |
23/04/2025 | 2.02% | 0.51 CHF | 0.52 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 221,450 CHF | 75,317 CHF | 98.92% | 98.92% |
22/04/2025 | 2.79% | 0.38 CHF | 0.39 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 212,452 CHF | 72,817 CHF | 98.86% | 98.86% |
17/04/2025 | 2.68% | 0.36 CHF | 0.37 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 220,745 CHF | 75,582 CHF | 87.81% | 87.81% |
16/04/2025 | 2.99% | 0.35 CHF | 0.36 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 198,177 CHF | 68,059 CHF | 98.83% | 98.83% |
15/04/2025 | 2.73% | 0.34 CHF | 0.35 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 217,649 CHF | 74,550 CHF | 99.19% | 99.19% |