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 | 0.76% | 1.33 CHF | 1.34 CHF | 450,000 | 150,000 | 434,959 | 144,986 | 572,517 CHF | 192,289 CHF | 98.10% | 98.10% |
29/04/2025 | 0.71% | 1.47 CHF | 1.48 CHF | 300,000 | 100,000 | 346,974 | 115,658 | 488,515 CHF | 163,995 CHF | 96.43% | 96.43% |
28/04/2025 | 0.73% | 1.27 CHF | 1.28 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 614,862 CHF | 206,454 CHF | 90.18% | 90.18% |
25/04/2025 | 0.76% | 1.28 CHF | 1.29 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 592,672 CHF | 199,057 CHF | 98.66% | 98.66% |
24/04/2025 | 0.69% | 1.41 CHF | 1.42 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 646,023 CHF | 216,841 CHF | 97.97% | 97.97% |
23/04/2025 | 0.68% | 1.51 CHF | 1.52 CHF | 450,000 | 150,000 | 449,660 | 149,887 | 659,223 CHF | 221,240 CHF | 92.74% | 92.74% |
22/04/2025 | 0.74% | 1.33 CHF | 1.34 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 609,777 CHF | 204,759 CHF | 99.30% | 99.30% |
17/04/2025 | 0.77% | 1.29 CHF | 1.30 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 579,978 CHF | 194,826 CHF | 86.18% | 86.18% |
16/04/2025 | 0.78% | 1.32 CHF | 1.33 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 573,157 CHF | 192,552 CHF | 99.09% | 99.09% |
15/04/2025 | 0.83% | 1.24 CHF | 1.25 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 541,712 CHF | 182,071 CHF | 99.10% | 99.10% |