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 | 1.19% | 0.88 CHF | 0.89 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 376,328 CHF | 126,943 CHF | 98.75% | 98.75% |
30/04/2025 | 1.31% | 0.74 CHF | 0.75 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 342,672 CHF | 115,724 CHF | 98.38% | 98.38% |
29/04/2025 | 1.29% | 0.75 CHF | 0.76 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 346,727 CHF | 117,076 CHF | 98.51% | 98.51% |
28/04/2025 | 1.19% | 0.81 CHF | 0.82 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 375,850 CHF | 126,783 CHF | 96.45% | 96.45% |
25/04/2025 | 1.25% | 0.83 CHF | 0.84 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 357,310 CHF | 120,603 CHF | 98.65% | 98.65% |
24/04/2025 | 1.55% | 0.72 CHF | 0.73 CHF | 450,000 | 150,000 | 564,666 | 188,222 | 361,573 CHF | 122,407 CHF | 98.47% | 98.47% |
23/04/2025 | 1.58% | 0.65 CHF | 0.66 CHF | 600,000 | 200,000 | 577,845 | 192,615 | 363,034 CHF | 122,937 CHF | 98.98% | 98.98% |
22/04/2025 | 1.99% | 0.52 CHF | 0.53 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 297,943 CHF | 101,314 CHF | 98.82% | 98.82% |
17/04/2025 | 1.96% | 0.50 CHF | 0.51 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 302,846 CHF | 102,949 CHF | 87.48% | 87.48% |
16/04/2025 | 2.14% | 0.49 CHF | 0.50 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 277,833 CHF | 94,611 CHF | 99.30% | 99.30% |