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 | 1.65% | 0.58 CHF | 0.59 CHF | 600,000 | 200,000 | 492,841 | 164,280 | 296,095 CHF | 100,341 CHF | 98.28% | 98.28% |
29/04/2025 | 1.63% | 0.59 CHF | 0.60 CHF | 450,000 | 150,000 | 453,831 | 151,277 | 276,981 CHF | 93,840 CHF | 98.61% | 98.61% |
28/04/2025 | 1.48% | 0.65 CHF | 0.66 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 300,951 CHF | 101,817 CHF | 96.44% | 96.44% |
25/04/2025 | 1.57% | 0.67 CHF | 0.68 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 284,311 CHF | 96,270 CHF | 98.82% | 98.82% |
24/04/2025 | 1.99% | 0.56 CHF | 0.57 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 298,957 CHF | 101,652 CHF | 99.26% | 99.26% |
23/04/2025 | 2.04% | 0.50 CHF | 0.51 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 291,453 CHF | 99,151 CHF | 98.78% | 98.78% |
22/04/2025 | 2.65% | 0.40 CHF | 0.41 CHF | 600,000 | 200,000 | 638,674 | 212,891 | 237,173 CHF | 81,187 CHF | 99.29% | 99.29% |
17/04/2025 | 2.60% | 0.38 CHF | 0.39 CHF | 600,000 | 200,000 | 612,692 | 204,231 | 232,407 CHF | 79,511 CHF | 86.56% | 86.56% |
16/04/2025 | 2.85% | 0.37 CHF | 0.38 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 259,738 CHF | 89,079 CHF | 98.85% | 98.85% |
15/04/2025 | 2.69% | 0.35 CHF | 0.36 CHF | 750,000 | 250,000 | 684,674 | 228,225 | 250,489 CHF | 85,779 CHF | 99.18% | 99.18% |