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 | 3.21% | 0.29 CHF | 0.30 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 184,748 CHF | 63,583 CHF | 98.38% | 98.38% |
29/04/2025 | 3.14% | 0.30 CHF | 0.31 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 188,424 CHF | 64,808 CHF | 98.62% | 98.62% |
28/04/2025 | 2.70% | 0.35 CHF | 0.36 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 219,131 CHF | 75,044 CHF | 96.43% | 96.43% |
25/04/2025 | 2.98% | 0.36 CHF | 0.37 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 199,122 CHF | 68,374 CHF | 98.77% | 98.77% |
24/04/2025 | 4.39% | 0.27 CHF | 0.28 CHF | 600,000 | 200,000 | 742,402 | 247,467 | 166,263 CHF | 57,896 CHF | 98.58% | 98.58% |
23/04/2025 | 4.59% | 0.23 CHF | 0.24 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 160,253 CHF | 55,918 CHF | 94.92% | 94.92% |
22/04/2025 | 7.06% | 0.15 CHF | 0.16 CHF | 900,000 | 300,000 | 923,808 | 323,808 | 126,363 CHF | 47,385 CHF | 99.36% | 99.36% |
17/04/2025 | 6.64% | 0.14 CHF | 0.15 CHF | 900,000 | 300,000 | 902,449 | 302,449 | 131,614 CHF | 47,114 CHF | 88.02% | 88.02% |
16/04/2025 | 7.50% | 0.14 CHF | 0.15 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 128,807 CHF | 55,523 CHF | 97.75% | 97.75% |
15/04/2025 | 6.78% | 0.13 CHF | 0.14 CHF | 1,000,000 | 400,000 | 945,824 | 345,824 | 135,543 CHF | 52,615 CHF | 98.98% | 98.98% |