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 | 0.40% | 2.48 CHF | 2.49 CHF | 750,000 | 75,000 | 715,977 | 75,000 | 1,778,020 CHF | 187,048 CHF | 99.26% | 99.26% |
29/04/2025 | 0.42% | 2.44 CHF | 2.45 CHF | 750,000 | 75,000 | 749,351 | 75,000 | 1,784,090 CHF | 179,310 CHF | 99.16% | 99.16% |
28/04/2025 | 0.40% | 2.49 CHF | 2.50 CHF | 600,000 | 75,000 | 600,000 | 75,000 | 1,479,190 CHF | 185,649 CHF | 99.22% | 99.22% |
25/04/2025 | 0.40% | 2.47 CHF | 2.48 CHF | 600,000 | 75,000 | 600,000 | 75,000 | 1,486,410 CHF | 186,552 CHF | 99.13% | 99.13% |
24/04/2025 | 0.40% | 2.43 CHF | 2.44 CHF | 600,000 | 75,000 | 600,000 | 75,000 | 1,497,400 CHF | 187,925 CHF | 60.00% | 60.00% |
23/04/2025 | 0.39% | 2.59 CHF | 2.60 CHF | 600,000 | 75,000 | 600,000 | 75,000 | 1,528,670 CHF | 191,833 CHF | 99.06% | 99.06% |
22/04/2025 | 0.38% | 2.64 CHF | 2.65 CHF | 600,000 | 75,000 | 600,000 | 75,000 | 1,582,900 CHF | 198,613 CHF | 99.16% | 99.16% |
17/04/2025 | 0.41% | 2.45 CHF | 2.46 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,443,200 CHF | 483,068 CHF | 99.00% | 99.00% |
16/04/2025 | 0.42% | 2.40 CHF | 2.41 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,412,900 CHF | 472,965 CHF | 99.13% | 99.13% |
15/04/2025 | 0.43% | 2.39 CHF | 2.40 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,398,290 CHF | 468,096 CHF | 99.13% | 99.13% |