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 |
---|---|---|---|---|---|---|---|---|---|---|---|
02/05/2025 | 0.51% | 2.03 CHF | 2.04 CHF | 135,000 | 135,000 | 138,242 | 138,242 | 272,497 CHF | 273,879 CHF | 100.00% | 100.00% |
30/04/2025 | 0.52% | 1.92 CHF | 1.93 CHF | 140,000 | 140,000 | 139,511 | 139,511 | 268,610 CHF | 270,005 CHF | 100.00% | 100.00% |
29/04/2025 | 0.50% | 2.05 CHF | 2.06 CHF | 135,000 | 135,000 | 136,546 | 136,546 | 270,696 CHF | 272,061 CHF | 99.98% | 99.98% |
28/04/2025 | 0.53% | 1.85 CHF | 1.86 CHF | 140,000 | 140,000 | 139,868 | 139,868 | 261,332 CHF | 262,732 CHF | 99.22% | 99.22% |
25/04/2025 | 0.55% | 1.84 CHF | 1.85 CHF | 140,000 | 140,000 | 141,624 | 141,624 | 258,426 CHF | 259,843 CHF | 99.98% | 99.98% |
24/04/2025 | 0.58% | 1.76 CHF | 1.77 CHF | 145,000 | 145,000 | 144,786 | 144,786 | 250,294 CHF | 251,744 CHF | 99.74% | 99.74% |
23/04/2025 | 0.58% | 1.75 CHF | 1.76 CHF | 145,000 | 145,000 | 145,845 | 145,845 | 249,713 CHF | 251,172 CHF | 99.88% | 99.88% |
22/04/2025 | 0.65% | 1.55 CHF | 1.56 CHF | 155,000 | 155,000 | 154,704 | 154,704 | 236,332 CHF | 237,882 CHF | 99.41% | 99.41% |
17/04/2025 | 0.67% | 1.50 CHF | 1.51 CHF | 155,000 | 155,000 | 155,000 | 155,000 | 232,006 CHF | 233,556 CHF | 99.95% | 99.95% |
16/04/2025 | 0.68% | 1.50 CHF | 1.51 CHF | 155,000 | 155,000 | 156,228 | 156,228 | 228,546 CHF | 230,110 CHF | 99.76% | 99.76% |