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 | 1.10% | 1.80 CHF | 1.82 CHF | 600,000 | 75,000 | 600,000 | 75,000 | 1,083,460 CHF | 136,933 CHF | 99.26% | 99.26% |
29/04/2025 | 1.19% | 1.76 CHF | 1.78 CHF | 600,000 | 75,000 | 600,000 | 75,000 | 1,006,700 CHF | 127,338 CHF | 99.16% | 99.16% |
28/04/2025 | 1.09% | 1.85 CHF | 1.87 CHF | 600,000 | 75,000 | 600,000 | 75,000 | 1,095,260 CHF | 138,408 CHF | 99.23% | 99.23% |
25/04/2025 | 1.08% | 1.83 CHF | 1.85 CHF | 600,000 | 75,000 | 600,000 | 75,000 | 1,103,520 CHF | 139,440 CHF | 99.10% | 99.10% |
24/04/2025 | 1.07% | 1.79 CHF | 1.81 CHF | 600,000 | 75,000 | 600,000 | 75,000 | 1,116,850 CHF | 141,107 CHF | 59.99% | 59.99% |
23/04/2025 | 1.03% | 1.98 CHF | 2.00 CHF | 600,000 | 75,000 | 600,000 | 75,000 | 1,156,940 CHF | 146,117 CHF | 99.02% | 99.02% |
22/04/2025 | 0.98% | 2.05 CHF | 2.07 CHF | 600,000 | 75,000 | 600,000 | 75,000 | 1,224,820 CHF | 154,603 CHF | 99.17% | 99.17% |
17/04/2025 | 1.14% | 1.80 CHF | 1.82 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,049,420 CHF | 353,808 CHF | 99.01% | 99.01% |
16/04/2025 | 1.18% | 1.74 CHF | 1.76 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 1,012,110 CHF | 341,371 CHF | 99.10% | 99.10% |
15/04/2025 | 1.20% | 1.73 CHF | 1.75 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 996,043 CHF | 336,014 CHF | 99.09% | 99.09% |