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 | 1.28% | 0.82 CHF | 0.83 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 349,007 CHF | 117,836 CHF | 98.62% | 98.62% |
30/04/2025 | 1.40% | 0.68 CHF | 0.69 CHF | 600,000 | 200,000 | 498,757 | 166,252 | 351,622 CHF | 118,870 CHF | 98.41% | 98.41% |
29/04/2025 | 1.39% | 0.70 CHF | 0.71 CHF | 600,000 | 200,000 | 483,253 | 161,084 | 343,681 CHF | 116,171 CHF | 98.48% | 98.48% |
28/04/2025 | 1.29% | 0.75 CHF | 0.76 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 346,125 CHF | 116,875 CHF | 96.53% | 96.53% |
25/04/2025 | 1.36% | 0.77 CHF | 0.78 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 329,664 CHF | 111,388 CHF | 99.19% | 99.19% |
24/04/2025 | 1.66% | 0.66 CHF | 0.67 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 359,707 CHF | 121,902 CHF | 99.35% | 99.35% |
23/04/2025 | 1.69% | 0.60 CHF | 0.61 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 351,380 CHF | 119,127 CHF | 94.95% | 94.95% |
22/04/2025 | 2.11% | 0.49 CHF | 0.50 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 281,204 CHF | 95,735 CHF | 99.40% | 99.40% |
17/04/2025 | 2.08% | 0.47 CHF | 0.48 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 285,159 CHF | 97,053 CHF | 86.53% | 86.53% |
16/04/2025 | 2.25% | 0.46 CHF | 0.47 CHF | 600,000 | 200,000 | 670,552 | 223,517 | 294,186 CHF | 100,297 CHF | 98.86% | 98.86% |