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 | 0.57% | 1.76 CHF | 1.77 CHF | 750,000 | 75,000 | 750,000 | 75,000 | 1,315,970 CHF | 132,347 CHF | 99.26% | 99.26% |
29/04/2025 | 0.60% | 1.72 CHF | 1.73 CHF | 750,000 | 75,000 | 750,000 | 75,000 | 1,242,460 CHF | 124,996 CHF | 99.17% | 99.17% |
28/04/2025 | 0.60% | 1.69 CHF | 1.70 CHF | 600,000 | 75,000 | 600,000 | 75,000 | 999,192 CHF | 125,649 CHF | 99.22% | 99.22% |
25/04/2025 | 0.59% | 1.67 CHF | 1.68 CHF | 600,000 | 75,000 | 600,000 | 75,000 | 1,006,880 CHF | 126,610 CHF | 99.11% | 99.11% |
24/04/2025 | 0.59% | 1.64 CHF | 1.65 CHF | 600,000 | 75,000 | 600,000 | 75,000 | 1,018,730 CHF | 128,091 CHF | 60.00% | 60.00% |
23/04/2025 | 0.57% | 1.79 CHF | 1.80 CHF | 600,000 | 75,000 | 600,000 | 75,000 | 1,050,800 CHF | 132,099 CHF | 99.07% | 99.07% |
22/04/2025 | 0.54% | 1.85 CHF | 1.86 CHF | 600,000 | 75,000 | 600,000 | 75,000 | 1,104,660 CHF | 138,833 CHF | 99.16% | 99.16% |
17/04/2025 | 0.62% | 1.66 CHF | 1.67 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 968,650 CHF | 324,883 CHF | 99.01% | 99.01% |
16/04/2025 | 0.64% | 1.61 CHF | 1.62 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 939,995 CHF | 315,332 CHF | 99.13% | 99.13% |
15/04/2025 | 0.64% | 1.61 CHF | 1.62 CHF | 600,000 | 200,000 | 712,916 | 237,639 | 1,104,660 CHF | 370,598 CHF | 99.11% | 99.11% |