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 | 0.95% | 1.01 CHF | 1.02 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 471,537 CHF | 158,679 CHF | 98.35% | 98.35% |
29/04/2025 | 0.94% | 1.03 CHF | 1.04 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 478,056 CHF | 160,852 CHF | 98.53% | 98.53% |
28/04/2025 | 0.87% | 1.11 CHF | 1.12 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 513,723 CHF | 172,741 CHF | 96.47% | 96.47% |
25/04/2025 | 0.91% | 1.14 CHF | 1.15 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 491,170 CHF | 165,223 CHF | 98.44% | 98.44% |
24/04/2025 | 1.10% | 0.99 CHF | 1.00 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 405,885 CHF | 136,795 CHF | 99.24% | 99.24% |
23/04/2025 | 1.12% | 0.91 CHF | 0.92 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 398,846 CHF | 134,449 CHF | 97.67% | 97.67% |
22/04/2025 | 1.42% | 0.74 CHF | 0.75 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 315,022 CHF | 106,507 CHF | 99.32% | 99.32% |
17/04/2025 | 1.40% | 0.71 CHF | 0.72 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 320,212 CHF | 108,237 CHF | 87.92% | 87.92% |
16/04/2025 | 1.52% | 0.68 CHF | 0.69 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 294,514 CHF | 99,671 CHF | 98.44% | 98.44% |
15/04/2025 | 1.42% | 0.67 CHF | 0.68 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 314,335 CHF | 106,278 CHF | 99.20% | 99.20% |