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 | 1.38% | 0.80 CHF | 0.81 CHF | 75,000 | 75,000 | 76,393 | 76,393 | 55,133 CHF | 55,897 CHF | 99.38% | 99.38% |
30/04/2025 | 1.64% | 0.57 CHF | 0.58 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 60,703 CHF | 61,703 CHF | 99.37% | 99.37% |
29/04/2025 | 1.61% | 0.59 CHF | 0.60 CHF | 100,000 | 100,000 | 98,262 | 98,262 | 60,775 CHF | 61,758 CHF | 99.38% | 99.38% |
28/04/2025 | 1.38% | 0.69 CHF | 0.70 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 54,166 CHF | 54,916 CHF | 99.38% | 99.38% |
25/04/2025 | 1.51% | 0.72 CHF | 0.73 CHF | 75,000 | 75,000 | 92,084 | 92,084 | 60,305 CHF | 61,226 CHF | 99.02% | 99.02% |
24/04/2025 | 2.25% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 124,309 | 124,309 | 54,644 CHF | 55,887 CHF | 99.38% | 99.38% |
23/04/2025 | 2.38% | 0.45 CHF | 0.46 CHF | 125,000 | 125,000 | 129,301 | 129,301 | 53,626 CHF | 54,919 CHF | 92.61% | 92.61% |
22/04/2025 | 3.73% | 0.29 CHF | 0.30 CHF | 200,000 | 200,000 | 202,299 | 202,299 | 53,339 CHF | 55,362 CHF | 99.37% | 99.37% |
17/04/2025 | 3.54% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 196,233 | 196,233 | 54,557 CHF | 56,520 CHF | 99.37% | 99.37% |
16/04/2025 | 3.95% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 207,532 | 207,532 | 51,473 CHF | 53,548 CHF | 99.19% | 99.19% |