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 | 12.94% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 699,616 | 363,301 | 50,579 CHF | 29,903 CHF | 99.38% | 99.38% |
29/04/2025 | 14.04% | 0.06 CHF | 0.07 CHF | 775,000 | 400,000 | 763,316 | 393,545 | 50,569 CHF | 30,011 CHF | 99.38% | 99.38% |
28/04/2025 | 14.46% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 779,779 | 398,126 | 50,042 CHF | 29,555 CHF | 99.38% | 99.38% |
25/04/2025 | 11.54% | 0.08 CHF | 0.09 CHF | 600,000 | 300,000 | 613,711 | 315,691 | 50,146 CHF | 28,943 CHF | 99.02% | 99.02% |
24/04/2025 | 11.16% | 0.09 CHF | 0.10 CHF | 625,000 | 325,000 | 587,053 | 305,494 | 49,761 CHF | 28,937 CHF | 99.38% | 99.38% |
23/04/2025 | 12.78% | 0.07 CHF | 0.08 CHF | 250,000 | 250,000 | 656,051 | 345,300 | 48,305 CHF | 28,818 CHF | 92.59% | 92.59% |
22/04/2025 | 10.63% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 579,267 | 312,456 | 51,586 CHF | 31,055 CHF | 99.38% | 99.38% |
17/04/2025 | 13.42% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 722,990 | 375,105 | 50,315 CHF | 29,853 CHF | 99.37% | 99.37% |
16/04/2025 | 12.61% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 678,894 | 352,843 | 50,443 CHF | 29,748 CHF | 99.20% | 99.20% |
15/04/2025 | 20.50% | 0.08 CHF | 0.09 CHF | 725,000 | 375,000 | 767,702 | 394,599 | 51,051 CHF | 32,319 CHF | 99.25% | 99.25% |