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 |
---|---|---|---|---|---|---|---|---|---|---|---|
02/05/2025 | 1.07% | 0.97 CHF | 0.98 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 557,314 CHF | 187,772 CHF | 99.16% | 99.16% |
30/04/2025 | 1.20% | 0.85 CHF | 0.86 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 497,098 CHF | 167,699 CHF | 99.17% | 99.17% |
29/04/2025 | 1.22% | 0.80 CHF | 0.81 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 487,608 CHF | 164,536 CHF | 99.15% | 99.15% |
28/04/2025 | 1.25% | 0.80 CHF | 0.81 CHF | 600,000 | 200,000 | 601,237 | 200,000 | 476,575 CHF | 160,537 CHF | 99.17% | 99.17% |
25/04/2025 | 1.28% | 0.78 CHF | 0.79 CHF | 750,000 | 200,000 | 724,811 | 200,000 | 564,165 CHF | 157,750 CHF | 97.66% | 97.66% |
24/04/2025 | 1.39% | 0.74 CHF | 0.75 CHF | 750,000 | 200,000 | 749,996 | 199,997 | 537,958 CHF | 145,454 CHF | 98.20% | 98.20% |
23/04/2025 | 1.42% | 0.69 CHF | 0.70 CHF | 750,000 | 200,000 | 750,000 | 200,000 | 522,739 CHF | 141,397 CHF | 99.15% | 99.15% |
22/04/2025 | 1.60% | 0.65 CHF | 0.66 CHF | 750,000 | 200,000 | 750,000 | 200,000 | 465,818 CHF | 126,218 CHF | 99.22% | 99.22% |
17/04/2025 | 1.56% | 0.66 CHF | 0.67 CHF | 750,000 | 200,000 | 750,000 | 200,000 | 476,852 CHF | 129,161 CHF | 98.81% | 98.81% |
16/04/2025 | 1.45% | 0.70 CHF | 0.71 CHF | 750,000 | 200,000 | 750,000 | 200,000 | 513,377 CHF | 138,901 CHF | 53.73% | 53.73% |