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 | 0.79% | 79.74 % | 80.37 % | 40,000 | 60,000 | 57,990 | 60,000 | 46,676 CHF | 48,681 CHF | 83.33% | 83.33% |
30/04/2025 | 0.79% | 80.74 % | 81.38 % | 60,000 | 60,000 | 60,000 | 60,000 | 48,918 CHF | 49,305 CHF | 98.83% | 98.83% |
29/04/2025 | 0.79% | 79.43 % | 80.06 % | 60,000 | 60,000 | 60,000 | 60,000 | 49,350 CHF | 49,741 CHF | 89.19% | 89.19% |
28/04/2025 | 0.79% | 85.78 % | 86.46 % | 60,000 | 60,000 | 60,000 | 60,000 | 51,295 CHF | 51,702 CHF | 100.00% | 100.00% |
25/04/2025 | 0.79% | 84.94 % | 85.61 % | 60,000 | 60,000 | 60,000 | 60,000 | 50,853 CHF | 51,256 CHF | 99.50% | 99.50% |
24/04/2025 | 0.79% | 83.93 % | 84.60 % | 60,000 | 60,000 | 60,000 | 60,000 | 50,208 CHF | 50,604 CHF | 98.24% | 98.24% |
23/04/2025 | 0.79% | 84.10 % | 84.77 % | 60,000 | 60,000 | 60,000 | 60,000 | 52,081 CHF | 52,494 CHF | 98.01% | 98.01% |
22/04/2025 | 0.79% | 82.51 % | 83.16 % | 60,000 | 60,000 | 60,000 | 60,000 | 49,287 CHF | 49,677 CHF | 99.27% | 99.27% |
17/04/2025 | 0.79% | 81.65 % | 82.30 % | 60,000 | 60,000 | 60,000 | 60,000 | 48,470 CHF | 48,855 CHF | 100.00% | 100.00% |
16/04/2025 | 0.79% | 79.77 % | 80.40 % | 60,000 | 60,000 | 60,000 | 60,000 | 46,070 CHF | 46,435 CHF | 90.77% | 90.77% |