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 | 1.07% | 0.98 CHF | 0.99 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 419,809 CHF | 141,436 CHF | 98.81% | 98.81% |
30/04/2025 | 1.16% | 0.83 CHF | 0.84 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 386,605 CHF | 130,368 CHF | 98.33% | 98.33% |
29/04/2025 | 1.15% | 0.85 CHF | 0.86 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 389,442 CHF | 131,314 CHF | 98.55% | 98.55% |
28/04/2025 | 1.07% | 0.91 CHF | 0.92 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 417,255 CHF | 140,585 CHF | 96.47% | 96.47% |
25/04/2025 | 1.12% | 0.92 CHF | 0.93 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 399,333 CHF | 134,611 CHF | 99.12% | 99.12% |
24/04/2025 | 1.34% | 0.81 CHF | 0.82 CHF | 450,000 | 150,000 | 591,544 | 197,181 | 437,360 CHF | 147,759 CHF | 99.21% | 99.21% |
23/04/2025 | 1.37% | 0.75 CHF | 0.76 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 435,729 CHF | 147,243 CHF | 98.90% | 98.90% |
22/04/2025 | 1.67% | 0.62 CHF | 0.63 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 355,589 CHF | 120,530 CHF | 99.39% | 99.39% |
17/04/2025 | 1.65% | 0.60 CHF | 0.61 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 359,651 CHF | 121,884 CHF | 86.96% | 86.96% |
16/04/2025 | 1.78% | 0.58 CHF | 0.59 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 334,087 CHF | 113,362 CHF | 98.99% | 98.99% |