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 |
---|---|---|---|---|---|---|---|---|---|---|---|
28/07/2025 | 0.41% | 2.15 CHF | 2.16 CHF | 320,000 | 320,000 | 320,000 | 320,000 | 792,185 CHF | 795,385 CHF | 100.00% | 100.00% |
25/07/2025 | 0.41% | 2.61 CHF | 2.62 CHF | 320,000 | 320,000 | 320,000 | 320,000 | 786,011 CHF | 789,211 CHF | 100.00% | 100.00% |
24/07/2025 | 0.35% | 2.74 CHF | 2.75 CHF | 330,000 | 330,000 | 330,000 | 330,000 | 932,885 CHF | 936,185 CHF | 100.00% | 100.00% |
23/07/2025 | 0.39% | 2.58 CHF | 2.59 CHF | 340,000 | 340,000 | 340,000 | 340,000 | 880,159 CHF | 883,559 CHF | 99.99% | 99.99% |
22/07/2025 | 0.41% | 2.36 CHF | 2.37 CHF | 320,000 | 320,000 | 320,000 | 320,000 | 777,473 CHF | 780,673 CHF | 100.00% | 100.00% |
21/07/2025 | 0.37% | 2.74 CHF | 2.75 CHF | 330,000 | 330,000 | 330,000 | 330,000 | 892,738 CHF | 896,038 CHF | 100.00% | 100.00% |
18/07/2025 | 0.35% | 2.76 CHF | 2.77 CHF | 320,000 | 320,000 | 320,000 | 320,000 | 924,385 CHF | 927,585 CHF | 99.99% | 99.99% |
17/07/2025 | 0.37% | 2.83 CHF | 2.84 CHF | 340,000 | 340,000 | 340,000 | 340,000 | 918,057 CHF | 921,457 CHF | 100.00% | 100.00% |
16/07/2025 | 0.39% | 2.56 CHF | 2.57 CHF | 340,000 | 340,000 | 340,000 | 340,000 | 866,742 CHF | 870,142 CHF | 100.00% | 100.00% |
15/07/2025 | 0.38% | 2.50 CHF | 2.51 CHF | 330,000 | 330,000 | 330,000 | 330,000 | 863,646 CHF | 866,946 CHF | 99.34% | 99.34% |