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 | 1.06% | 0.91 CHF | 0.92 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 422,127 CHF | 142,209 CHF | 98.38% | 98.38% |
29/04/2025 | 1.05% | 0.92 CHF | 0.93 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 426,883 CHF | 143,794 CHF | 98.61% | 98.61% |
28/04/2025 | 0.98% | 0.99 CHF | 1.00 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 458,211 CHF | 154,237 CHF | 96.55% | 96.55% |
25/04/2025 | 1.02% | 1.02 CHF | 1.03 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 438,438 CHF | 147,646 CHF | 98.37% | 98.37% |
24/04/2025 | 1.23% | 0.89 CHF | 0.90 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 363,899 CHF | 122,800 CHF | 99.26% | 99.26% |
23/04/2025 | 1.25% | 0.81 CHF | 0.82 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 356,890 CHF | 120,463 CHF | 94.75% | 94.75% |
22/04/2025 | 1.54% | 0.68 CHF | 0.69 CHF | 450,000 | 150,000 | 483,792 | 161,264 | 310,518 CHF | 105,119 CHF | 98.64% | 98.64% |
17/04/2025 | 1.52% | 0.65 CHF | 0.66 CHF | 450,000 | 150,000 | 471,331 | 157,110 | 306,942 CHF | 103,885 CHF | 88.08% | 88.08% |
16/04/2025 | 1.65% | 0.63 CHF | 0.64 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 361,437 CHF | 122,479 CHF | 98.78% | 98.78% |
15/04/2025 | 1.56% | 0.61 CHF | 0.62 CHF | 600,000 | 200,000 | 535,222 | 178,407 | 338,361 CHF | 114,571 CHF | 99.15% | 99.15% |