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 | 0.82% | 99.80 % | 100.60 % | 500,000 | 500,000 | 495,225 | 495,225 | 494,038 CHF | 498,011 CHF | 99.74% | 99.74% |
29/04/2025 | 0.82% | 99.70 % | 100.50 % | 500,000 | 500,000 | 495,235 | 495,235 | 493,753 CHF | 497,725 CHF | 100.00% | 100.00% |
28/04/2025 | 0.82% | 99.60 % | 100.40 % | 500,000 | 500,000 | 495,147 | 495,147 | 492,357 CHF | 496,329 CHF | 98.21% | 98.21% |
25/04/2025 | 0.82% | 99.10 % | 99.90 % | 500,000 | 500,000 | 495,234 | 495,234 | 490,933 CHF | 494,905 CHF | 100.00% | 100.00% |
24/04/2025 | 0.83% | 99.00 % | 99.80 % | 500,000 | 500,000 | 494,944 | 494,944 | 488,366 CHF | 492,337 CHF | 94.48% | 94.48% |
23/04/2025 | 0.83% | 98.40 % | 99.20 % | 500,000 | 500,000 | 495,229 | 495,229 | 486,455 CHF | 490,428 CHF | 99.90% | 99.90% |
22/04/2025 | 1.05% | 97.20 % | 98.20 % | 500,000 | 500,000 | 495,133 | 495,133 | 478,970 CHF | 483,933 CHF | 97.90% | 97.90% |
17/04/2025 | 0.84% | 97.10 % | 97.90 % | 500,000 | 500,000 | 495,234 | 495,234 | 479,612 CHF | 483,584 CHF | 100.00% | 100.00% |
16/04/2025 | 0.85% | 96.90 % | 97.70 % | 500,000 | 500,000 | 495,214 | 495,214 | 478,498 CHF | 482,470 CHF | 99.79% | 99.79% |
15/04/2025 | 0.83% | 98.40 % | 99.20 % | 500,000 | 500,000 | 495,233 | 495,233 | 485,762 CHF | 489,734 CHF | 100.00% | 100.00% |