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 | 1.56% | 0.67 CHF | 0.68 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 380,870 CHF | 128,957 CHF | 98.91% | 98.91% |
30/04/2025 | 1.73% | 0.55 CHF | 0.56 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 345,067 CHF | 117,022 CHF | 98.30% | 98.30% |
29/04/2025 | 1.72% | 0.56 CHF | 0.57 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 346,701 CHF | 117,567 CHF | 98.59% | 98.59% |
28/04/2025 | 1.58% | 0.61 CHF | 0.62 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 376,814 CHF | 127,605 CHF | 96.48% | 96.48% |
25/04/2025 | 1.67% | 0.62 CHF | 0.63 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 357,061 CHF | 121,020 CHF | 99.08% | 99.08% |
24/04/2025 | 2.07% | 0.53 CHF | 0.54 CHF | 600,000 | 200,000 | 616,166 | 205,389 | 294,346 CHF | 100,169 CHF | 98.86% | 98.86% |
23/04/2025 | 2.12% | 0.48 CHF | 0.49 CHF | 600,000 | 200,000 | 604,160 | 201,387 | 281,629 CHF | 95,890 CHF | 98.99% | 98.99% |
22/04/2025 | 2.70% | 0.39 CHF | 0.40 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 274,436 CHF | 93,979 CHF | 99.27% | 99.27% |
17/04/2025 | 2.67% | 0.37 CHF | 0.38 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 277,391 CHF | 94,964 CHF | 86.43% | 86.43% |
16/04/2025 | 2.89% | 0.36 CHF | 0.37 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 255,646 CHF | 87,715 CHF | 98.84% | 98.84% |