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 | 1.49% | 78.30 % | 80.10 % | 125,000 | 125,000 | 202,855 | 202,855 | 160,362 CHF | 162,456 CHF | 99.37% | 99.37% |
29/04/2025 | 1.66% | 78.60 % | 80.40 % | 125,000 | 125,000 | 184,318 | 184,318 | 146,137 CHF | 148,268 CHF | 100.00% | 100.00% |
28/04/2025 | 1.07% | 78.70 % | 80.50 % | 125,000 | 125,000 | 242,702 | 242,702 | 193,420 CHF | 195,435 CHF | 98.22% | 98.22% |
25/04/2025 | 0.98% | 81.70 % | 82.50 % | 250,000 | 250,000 | 250,000 | 250,000 | 203,302 CHF | 205,302 CHF | 100.00% | 100.00% |
24/04/2025 | 2.26% | 79.90 % | 81.70 % | 125,000 | 125,000 | 125,000 | 125,000 | 98,387 CHF | 100,637 CHF | 94.52% | 94.52% |
23/04/2025 | 2.07% | 78.90 % | 80.70 % | 125,000 | 125,000 | 143,165 | 143,165 | 113,755 CHF | 115,968 CHF | 99.85% | 99.85% |
22/04/2025 | 2.60% | 76.60 % | 78.60 % | 125,000 | 125,000 | 125,804 | 125,804 | 95,692 CHF | 98,208 CHF | 98.41% | 98.41% |
17/04/2025 | 2.33% | 76.40 % | 78.20 % | 125,000 | 125,000 | 124,729 | 124,729 | 95,172 CHF | 97,417 CHF | 99.98% | 99.98% |
16/04/2025 | 2.29% | 77.70 % | 79.50 % | 125,000 | 125,000 | 125,248 | 125,248 | 97,046 CHF | 99,295 CHF | 99.98% | 99.98% |
15/04/2025 | 2.12% | 80.20 % | 81.00 % | 250,000 | 250,000 | 139,043 | 139,043 | 109,939 CHF | 112,161 CHF | 100.00% | 100.00% |