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 | 0.79% | 98.66 % | 99.44 % | 60,000 | 5,000 | 60,000 | 13,668 | 59,282 CHF | 13,618 CHF | 100.00% | 100.00% |
29/04/2025 | 0.79% | 98.86 % | 99.64 % | 60,000 | 60,000 | 60,000 | 60,000 | 59,329 CHF | 59,797 CHF | 98.03% | 100.00% |
28/04/2025 | 0.79% | 98.89 % | 99.67 % | 60,000 | 40,000 | 60,000 | 54,665 | 59,274 CHF | 54,426 CHF | 100.00% | 100.00% |
25/04/2025 | 0.79% | 98.60 % | 99.38 % | 60,000 | 60,000 | 60,000 | 52,650 | 59,019 CHF | 52,199 CHF | 80.57% | 100.00% |
24/04/2025 | 0.79% | 97.90 % | 98.68 % | 60,000 | 20,000 | 60,000 | 59,740 | 58,659 CHF | 58,867 CHF | 100.00% | 100.00% |
23/04/2025 | 0.79% | 98.03 % | 98.81 % | 60,000 | 60,000 | 60,000 | 60,000 | 58,580 CHF | 59,043 CHF | 100.00% | 100.00% |
22/04/2025 | 0.79% | 96.98 % | 97.75 % | 60,000 | 38,000 | 60,000 | 59,845 | 57,971 CHF | 58,281 CHF | 99.28% | 99.28% |
17/04/2025 | 0.79% | 96.46 % | 97.23 % | 60,000 | 60,000 | 60,000 | 60,000 | 57,788 CHF | 58,245 CHF | 99.90% | 100.00% |
16/04/2025 | 0.79% | 96.31 % | 97.07 % | 60,000 | 60,000 | 60,000 | 60,000 | 57,854 CHF | 58,311 CHF | 100.00% | 100.00% |
15/04/2025 | 0.79% | 96.65 % | 97.42 % | 60,000 | 60,000 | 60,000 | 60,000 | 57,826 CHF | 58,283 CHF | 100.00% | 100.00% |