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 | 1.33% | 0.82 CHF | 0.83 CHF | 280,000 | 280,000 | 265,625 | 265,625 | 226,305 CHF | 229,269 CHF | 100.00% | 100.00% |
29/04/2025 | 1.77% | 0.84 CHF | 0.85 CHF | 280,000 | 280,000 | 268,089 | 268,089 | 230,836 CHF | 234,912 CHF | 100.00% | 100.00% |
28/04/2025 | 1.63% | 0.91 CHF | 0.92 CHF | 270,000 | 270,000 | 267,282 | 267,282 | 247,399 CHF | 251,436 CHF | 100.00% | 100.00% |
25/04/2025 | 1.73% | 0.93 CHF | 0.94 CHF | 270,000 | 270,000 | 272,347 | 272,347 | 241,160 CHF | 245,303 CHF | 99.99% | 99.99% |
24/04/2025 | 2.36% | 0.81 CHF | 0.82 CHF | 280,000 | 280,000 | 287,776 | 287,776 | 209,493 CHF | 214,445 CHF | 99.84% | 99.84% |
23/04/2025 | 2.41% | 0.74 CHF | 0.75 CHF | 300,000 | 300,000 | 293,071 | 293,071 | 209,931 CHF | 214,983 CHF | 99.82% | 99.82% |
22/04/2025 | 3.48% | 0.60 CHF | 0.61 CHF | 320,000 | 320,000 | 322,215 | 322,215 | 181,384 CHF | 187,803 CHF | 99.60% | 99.60% |
17/04/2025 | 3.44% | 0.57 CHF | 0.59 CHF | 320,000 | 320,000 | 325,070 | 325,070 | 185,493 CHF | 191,994 CHF | 99.98% | 99.98% |
16/04/2025 | 4.01% | 0.54 CHF | 0.56 CHF | 330,000 | 330,000 | 336,643 | 336,643 | 175,610 CHF | 182,795 CHF | 99.92% | 99.92% |
15/04/2025 | 3.63% | 0.53 CHF | 0.55 CHF | 330,000 | 330,000 | 332,145 | 332,145 | 185,029 CHF | 191,847 CHF | 99.83% | 99.83% |