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 | 0.52% | 2.51 CHF | 2.53 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 125,742 CHF | 126,401 CHF | 99.58% | 99.58% |
29/04/2025 | 0.51% | 2.48 CHF | 2.49 CHF | 30,000 | 25,000 | 30,000 | 25,000 | 72,693 CHF | 60,887 CHF | 99.99% | 99.99% |
28/04/2025 | 0.59% | 2.43 CHF | 2.44 CHF | 30,000 | 25,000 | 30,000 | 24,009 | 72,217 CHF | 58,149 CHF | 100.00% | 100.00% |
25/04/2025 | 1.03% | 2.40 CHF | 2.43 CHF | 30,000 | 20,000 | 29,969 | 19,985 | 72,314 CHF | 48,721 CHF | 99.90% | 99.90% |
24/04/2025 | 1.14% | 2.37 CHF | 2.40 CHF | 10,000 | 10,000 | 11,389 | 11,389 | 27,466 CHF | 27,772 CHF | 99.34% | 99.34% |
23/04/2025 | 1.13% | 2.50 CHF | 2.55 CHF | 20,000 | 5,000 | 27,212 | 17,275 | 67,157 CHF | 43,156 CHF | 97.56% | 97.56% |
22/04/2025 | 1.04% | 2.55 CHF | 2.58 CHF | 12,500 | 12,500 | 11,609 | 11,609 | 29,526 CHF | 29,826 CHF | 100.00% | 100.00% |
17/04/2025 | 0.99% | 2.39 CHF | 2.42 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 70,660 CHF | 47,576 CHF | 98.60% | 98.60% |
16/04/2025 | 1.02% | 2.35 CHF | 2.38 CHF | 30,000 | 20,000 | 29,867 | 19,914 | 69,079 CHF | 46,527 CHF | 99.41% | 99.41% |
15/04/2025 | 1.00% | 2.34 CHF | 2.37 CHF | 30,000 | 20,000 | 30,000 | 20,000 | 68,791 CHF | 46,323 CHF | 99.84% | 99.84% |