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 | 3.97% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 208,347 | 208,350 | 51,426 CHF | 53,511 CHF | 100.00% | 100.00% |
29/04/2025 | 4.14% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 221,235 | 221,235 | 52,374 CHF | 54,586 CHF | 100.00% | 100.00% |
28/04/2025 | 4.34% | 0.23 CHF | 0.24 CHF | 200,000 | 200,000 | 237,335 | 237,335 | 53,435 CHF | 55,808 CHF | 100.00% | 100.00% |
25/04/2025 | 4.47% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 246,617 | 246,617 | 53,953 CHF | 56,419 CHF | 100.00% | 100.00% |
24/04/2025 | 5.32% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 283,856 | 283,856 | 51,928 CHF | 54,767 CHF | 100.00% | 100.00% |
23/04/2025 | 5.60% | 0.17 CHF | 0.18 CHF | 325,000 | 325,000 | 299,645 | 299,645 | 52,032 CHF | 55,028 CHF | 100.00% | 100.00% |
22/04/2025 | 6.99% | 0.15 CHF | 0.16 CHF | 375,000 | 375,000 | 379,824 | 379,824 | 52,524 CHF | 56,322 CHF | 100.00% | 100.00% |
17/04/2025 | 6.72% | 0.16 CHF | 0.17 CHF | 375,000 | 375,000 | 366,522 | 366,525 | 52,706 CHF | 56,372 CHF | 99.89% | 99.89% |
16/04/2025 | 5.70% | 0.18 CHF | 0.19 CHF | 300,000 | 300,000 | 304,823 | 304,826 | 52,005 CHF | 55,054 CHF | 100.00% | 100.00% |
15/04/2025 | 5.63% | 0.19 CHF | 0.20 CHF | 300,000 | 300,000 | 304,096 | 304,091 | 52,534 CHF | 55,574 CHF | 99.50% | 99.50% |