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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29/04/2025 | 0.97% | 1.00 CHF | 1.01 CHF | 265,000 | 265,000 | 261,761 | 261,761 | 268,220 CHF | 270,837 CHF | 99.83% | 99.83% |
28/04/2025 | 0.91% | 1.07 CHF | 1.08 CHF | 260,000 | 260,000 | 255,578 | 255,578 | 278,793 CHF | 281,350 CHF | 99.92% | 99.92% |
25/04/2025 | 0.95% | 1.09 CHF | 1.10 CHF | 255,000 | 255,000 | 259,056 | 259,056 | 272,194 CHF | 274,785 CHF | 99.22% | 99.22% |
24/04/2025 | 1.12% | 0.97 CHF | 0.98 CHF | 265,000 | 265,000 | 270,930 | 270,930 | 240,508 CHF | 243,222 CHF | 99.07% | 99.07% |
23/04/2025 | 1.14% | 0.89 CHF | 0.90 CHF | 270,000 | 270,000 | 273,624 | 273,624 | 239,563 CHF | 242,299 CHF | 97.95% | 97.95% |
22/04/2025 | 1.40% | 0.75 CHF | 0.76 CHF | 285,000 | 285,000 | 285,933 | 285,933 | 202,867 CHF | 205,728 CHF | 99.56% | 99.56% |
17/04/2025 | 1.39% | 0.72 CHF | 0.73 CHF | 285,000 | 285,000 | 287,548 | 287,548 | 205,847 CHF | 208,723 CHF | 98.68% | 98.68% |
16/04/2025 | 1.52% | 0.68 CHF | 0.69 CHF | 290,000 | 290,000 | 293,364 | 293,364 | 192,440 CHF | 195,375 CHF | 99.60% | 99.60% |
15/04/2025 | 1.43% | 0.67 CHF | 0.68 CHF | 290,000 | 290,000 | 290,474 | 290,474 | 202,239 CHF | 205,144 CHF | 98.75% | 98.75% |
14/04/2025 | 1.44% | 0.70 CHF | 0.71 CHF | 290,000 | 290,000 | 289,170 | 289,170 | 199,715 CHF | 202,607 CHF | 99.69% | 99.69% |