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 | 2.12% | 0.45 CHF | 0.46 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 280,536 CHF | 95,512 CHF | 98.39% | 98.39% |
29/04/2025 | 2.10% | 0.46 CHF | 0.47 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 283,263 CHF | 96,421 CHF | 98.57% | 98.57% |
28/04/2025 | 1.90% | 0.51 CHF | 0.52 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 313,591 CHF | 106,530 CHF | 96.41% | 96.41% |
25/04/2025 | 2.02% | 0.52 CHF | 0.53 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 294,134 CHF | 100,045 CHF | 98.67% | 98.67% |
24/04/2025 | 2.63% | 0.43 CHF | 0.44 CHF | 600,000 | 200,000 | 707,792 | 235,931 | 265,078 CHF | 90,719 CHF | 98.40% | 98.40% |
23/04/2025 | 2.71% | 0.38 CHF | 0.39 CHF | 750,000 | 250,000 | 724,180 | 241,393 | 263,193 CHF | 90,145 CHF | 98.04% | 98.04% |
22/04/2025 | 3.64% | 0.29 CHF | 0.30 CHF | 750,000 | 250,000 | 764,217 | 254,739 | 206,307 CHF | 71,316 CHF | 98.76% | 98.76% |
17/04/2025 | 3.54% | 0.27 CHF | 0.28 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 208,442 CHF | 71,981 CHF | 87.11% | 87.11% |
16/04/2025 | 3.91% | 0.27 CHF | 0.28 CHF | 750,000 | 250,000 | 886,718 | 295,573 | 222,737 CHF | 77,202 CHF | 98.89% | 98.89% |
15/04/2025 | 3.70% | 0.25 CHF | 0.26 CHF | 900,000 | 300,000 | 804,424 | 268,141 | 213,091 CHF | 73,712 CHF | 99.01% | 99.01% |