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 | 0.68% | 1.46 CHF | 1.47 CHF | 140,000 | 140,000 | 139,508 | 139,508 | 203,686 CHF | 205,081 CHF | 100.00% | 100.00% |
29/04/2025 | 0.66% | 1.58 CHF | 1.59 CHF | 135,000 | 135,000 | 136,552 | 136,552 | 207,102 CHF | 208,467 CHF | 100.00% | 100.00% |
28/04/2025 | 0.71% | 1.38 CHF | 1.39 CHF | 140,000 | 140,000 | 139,900 | 139,900 | 196,064 CHF | 197,464 CHF | 99.21% | 99.21% |
25/04/2025 | 0.73% | 1.37 CHF | 1.38 CHF | 140,000 | 140,000 | 141,614 | 141,614 | 192,218 CHF | 193,634 CHF | 99.96% | 99.96% |
24/04/2025 | 0.79% | 1.29 CHF | 1.30 CHF | 145,000 | 145,000 | 144,741 | 144,741 | 182,782 CHF | 184,232 CHF | 99.27% | 99.27% |
23/04/2025 | 0.80% | 1.28 CHF | 1.29 CHF | 145,000 | 145,000 | 145,840 | 145,840 | 182,116 CHF | 183,574 CHF | 99.95% | 99.95% |
22/04/2025 | 0.94% | 1.08 CHF | 1.09 CHF | 155,000 | 155,000 | 154,880 | 154,880 | 164,935 CHF | 166,485 CHF | 99.42% | 99.42% |
17/04/2025 | 0.96% | 1.04 CHF | 1.05 CHF | 155,000 | 155,000 | 155,000 | 155,000 | 160,550 CHF | 162,100 CHF | 99.96% | 99.96% |
16/04/2025 | 0.99% | 1.04 CHF | 1.05 CHF | 155,000 | 155,000 | 156,200 | 156,200 | 156,995 CHF | 158,558 CHF | 99.77% | 99.77% |
15/04/2025 | 0.97% | 1.05 CHF | 1.06 CHF | 155,000 | 155,000 | 155,218 | 155,218 | 158,978 CHF | 160,530 CHF | 99.94% | 99.94% |