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 |
---|---|---|---|---|---|---|---|---|---|---|---|
05/05/2025 | 3.12% | 0.45 CHF | 0.47 CHF | 120,000 | 50,000 | 118,699 | 61,771 | 52,397 CHF | 28,022 CHF | 100.00% | 100.00% |
02/05/2025 | 2.26% | 0.43 CHF | 0.44 CHF | 120,000 | 75,000 | 118,311 | 75,000 | 51,722 CHF | 33,873 CHF | 96.08% | 96.08% |
30/04/2025 | 3.22% | 0.32 CHF | 0.33 CHF | 160,000 | 75,000 | 169,986 | 75,000 | 51,879 CHF | 23,668 CHF | 98.93% | 98.93% |
29/04/2025 | 3.35% | 0.28 CHF | 0.29 CHF | 180,000 | 75,000 | 176,002 | 75,000 | 51,725 CHF | 22,806 CHF | 99.58% | 99.58% |
28/04/2025 | 4.06% | 0.28 CHF | 0.29 CHF | 180,000 | 75,000 | 182,509 | 70,042 | 51,083 CHF | 20,439 CHF | 100.00% | 100.00% |
25/04/2025 | 6.18% | 0.27 CHF | 0.29 CHF | 190,000 | 50,000 | 186,515 | 49,957 | 50,913 CHF | 14,519 CHF | 98.63% | 98.63% |
24/04/2025 | 5.32% | 0.25 CHF | 0.26 CHF | 200,000 | 50,000 | 216,412 | 63,883 | 50,401 CHF | 15,598 CHF | 99.25% | 99.25% |
23/04/2025 | 8.69% | 0.21 CHF | 0.24 CHF | 240,000 | 10,000 | 230,178 | 42,419 | 50,466 CHF | 10,150 CHF | 96.33% | 96.33% |
22/04/2025 | 6.43% | 0.20 CHF | 0.21 CHF | 250,000 | 75,000 | 272,792 | 66,819 | 50,857 CHF | 13,261 CHF | 99.10% | 99.10% |
17/04/2025 | 8.43% | 0.21 CHF | 0.22 CHF | 240,000 | 50,000 | 266,392 | 50,000 | 50,886 CHF | 10,403 CHF | 97.02% | 97.02% |