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 | 1.62% | 0.62 CHF | 0.63 CHF | 90,000 | 25,000 | 87,342 | 25,000 | 53,353 CHF | 15,536 CHF | 88.06% | 88.06% |
29/04/2025 | 1.69% | 0.59 CHF | 0.60 CHF | 90,000 | 25,000 | 90,000 | 25,000 | 52,960 CHF | 14,961 CHF | 98.73% | 98.73% |
28/04/2025 | 1.96% | 0.58 CHF | 0.59 CHF | 90,000 | 25,000 | 90,000 | 22,024 | 52,046 CHF | 12,969 CHF | 100.00% | 100.00% |
25/04/2025 | 3.15% | 0.58 CHF | 0.60 CHF | 90,000 | 10,000 | 89,862 | 9,992 | 53,045 CHF | 6,087 CHF | 99.32% | 99.32% |
24/04/2025 | 2.58% | 0.53 CHF | 0.55 CHF | 100,000 | 10,000 | 99,856 | 18,335 | 53,347 CHF | 10,043 CHF | 99.34% | 99.34% |
23/04/2025 | 3.96% | 0.56 CHF | 0.60 CHF | 90,000 | 2,500 | 98,097 | 8,579 | 52,591 CHF | 4,721 CHF | 98.26% | 98.26% |
22/04/2025 | 2.83% | 0.47 CHF | 0.48 CHF | 110,000 | 25,000 | 119,498 | 20,772 | 52,914 CHF | 9,466 CHF | 100.00% | 100.00% |
17/04/2025 | 3.95% | 0.45 CHF | 0.47 CHF | 120,000 | 10,000 | 116,250 | 10,000 | 52,671 CHF | 4,719 CHF | 98.63% | 98.63% |
16/04/2025 | 4.05% | 0.46 CHF | 0.48 CHF | 110,000 | 10,000 | 117,669 | 9,956 | 52,126 CHF | 4,594 CHF | 99.40% | 99.40% |
15/04/2025 | 3.72% | 0.45 CHF | 0.47 CHF | 120,000 | 20,000 | 116,100 | 20,000 | 52,517 CHF | 9,395 CHF | 99.18% | 99.18% |