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 | 1.92% | 0.61 CHF | 0.62 CHF | 250,000 | 250,000 | 250,313 | 250,313 | 159,751 CHF | 162,853 CHF | 99.99% | 99.99% |
29/04/2025 | 3.60% | 0.61 CHF | 0.64 CHF | 250,000 | 250,000 | 243,535 | 243,535 | 156,623 CHF | 162,362 CHF | 100.00% | 100.00% |
28/04/2025 | 3.17% | 0.69 CHF | 0.72 CHF | 240,000 | 240,000 | 230,689 | 230,689 | 165,541 CHF | 170,856 CHF | 100.00% | 100.00% |
25/04/2025 | 3.49% | 0.71 CHF | 0.74 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 167,553 CHF | 173,498 CHF | 100.00% | 100.00% |
24/04/2025 | 5.29% | 0.58 CHF | 0.61 CHF | 270,000 | 270,000 | 273,221 | 273,221 | 135,597 CHF | 142,929 CHF | 99.84% | 99.84% |
23/04/2025 | 5.45% | 0.50 CHF | 0.53 CHF | 300,000 | 300,000 | 307,145 | 307,145 | 148,252 CHF | 156,545 CHF | 99.85% | 99.85% |
22/04/2025 | 8.66% | 0.36 CHF | 0.39 CHF | 330,000 | 330,000 | 332,302 | 332,302 | 109,988 CHF | 119,936 CHF | 99.60% | 99.60% |
17/04/2025 | 8.45% | 0.34 CHF | 0.37 CHF | 340,000 | 340,000 | 345,075 | 345,075 | 117,439 CHF | 127,791 CHF | 99.94% | 99.94% |
16/04/2025 | 9.56% | 0.33 CHF | 0.36 CHF | 350,000 | 350,000 | 357,083 | 357,083 | 108,962 CHF | 119,884 CHF | 99.22% | 99.22% |
15/04/2025 | 8.67% | 0.31 CHF | 0.34 CHF | 350,000 | 350,000 | 350,983 | 350,983 | 117,219 CHF | 127,803 CHF | 96.05% | 96.05% |