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 |
---|---|---|---|---|---|---|---|---|---|---|---|
02/05/2025 | 0.47% | 2.22 CHF | 2.23 CHF | 100,000 | 100,000 | 98,197 | 98,197 | 215,251 CHF | 216,251 CHF | 99.15% | 99.15% |
30/04/2025 | 0.46% | 2.17 CHF | 2.18 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 216,586 CHF | 217,586 CHF | 100.00% | 100.00% |
29/04/2025 | 0.47% | 2.13 CHF | 2.14 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 213,092 CHF | 214,092 CHF | 100.00% | 100.00% |
28/04/2025 | 0.60% | 2.05 CHF | 2.06 CHF | 100,000 | 100,000 | 95,044 | 95,044 | 190,789 CHF | 191,888 CHF | 100.00% | 100.00% |
25/04/2025 | 1.03% | 1.95 CHF | 1.97 CHF | 75,000 | 75,000 | 74,939 | 74,939 | 145,225 CHF | 146,724 CHF | 99.18% | 99.18% |
24/04/2025 | 0.76% | 1.98 CHF | 2.00 CHF | 75,000 | 75,000 | 88,883 | 88,883 | 166,972 CHF | 168,194 CHF | 99.34% | 99.34% |
23/04/2025 | 1.24% | 1.84 CHF | 1.88 CHF | 30,000 | 20,000 | 66,707 | 64,864 | 124,473 CHF | 122,436 CHF | 97.81% | 97.81% |
22/04/2025 | 0.75% | 1.75 CHF | 1.76 CHF | 100,000 | 100,000 | 91,287 | 91,083 | 155,473 CHF | 156,216 CHF | 100.00% | 100.00% |
17/04/2025 | 1.38% | 1.78 CHF | 1.81 CHF | 37,500 | 37,500 | 54,989 | 54,989 | 96,429 CHF | 97,700 CHF | 98.62% | 98.62% |
16/04/2025 | 1.17% | 1.75 CHF | 1.77 CHF | 75,000 | 75,000 | 74,677 | 74,677 | 127,965 CHF | 129,460 CHF | 98.91% | 98.91% |