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 | 2.19% | 0.43 CHF | 0.44 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 203,889 CHF | 69,463 CHF | 98.22% | 98.22% |
29/04/2025 | 2.15% | 0.44 CHF | 0.45 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 207,697 CHF | 70,732 CHF | 98.61% | 98.61% |
28/04/2025 | 1.89% | 0.50 CHF | 0.51 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 235,866 CHF | 80,122 CHF | 96.43% | 96.43% |
25/04/2025 | 2.05% | 0.52 CHF | 0.53 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 218,015 CHF | 74,172 CHF | 98.89% | 98.89% |
24/04/2025 | 2.85% | 0.41 CHF | 0.42 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 208,733 CHF | 71,578 CHF | 99.23% | 99.23% |
23/04/2025 | 2.95% | 0.35 CHF | 0.36 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 200,940 CHF | 68,980 CHF | 94.65% | 94.65% |
22/04/2025 | 4.29% | 0.25 CHF | 0.26 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 171,123 CHF | 59,541 CHF | 98.76% | 98.76% |
17/04/2025 | 4.08% | 0.23 CHF | 0.24 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 180,330 CHF | 62,610 CHF | 87.61% | 87.61% |
16/04/2025 | 4.59% | 0.23 CHF | 0.24 CHF | 750,000 | 250,000 | 751,872 | 250,624 | 160,503 CHF | 56,007 CHF | 99.28% | 99.28% |
15/04/2025 | 4.15% | 0.22 CHF | 0.23 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 178,311 CHF | 61,937 CHF | 98.81% | 98.81% |