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 | 7.05% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 380,761 | 380,736 | 52,181 CHF | 55,985 CHF | 99.38% | 99.38% |
29/04/2025 | 6.74% | 0.15 CHF | 0.16 CHF | 375,000 | 375,000 | 366,131 | 366,129 | 52,547 CHF | 56,208 CHF | 99.38% | 99.38% |
28/04/2025 | 6.20% | 0.15 CHF | 0.16 CHF | 325,000 | 325,000 | 333,720 | 333,721 | 52,160 CHF | 55,497 CHF | 99.38% | 99.38% |
25/04/2025 | 7.33% | 0.14 CHF | 0.15 CHF | 400,000 | 400,000 | 397,124 | 397,125 | 52,180 CHF | 56,152 CHF | 99.01% | 99.01% |
24/04/2025 | 8.22% | 0.12 CHF | 0.13 CHF | 400,000 | 400,000 | 435,202 | 435,202 | 50,791 CHF | 55,143 CHF | 99.38% | 99.38% |
23/04/2025 | 9.04% | 0.11 CHF | 0.12 CHF | 250,000 | 250,000 | 472,436 | 465,949 | 49,951 CHF | 53,897 CHF | 92.59% | 92.59% |
22/04/2025 | 11.76% | 0.09 CHF | 0.10 CHF | 600,000 | 300,000 | 628,205 | 325,156 | 50,301 CHF | 29,275 CHF | 99.38% | 99.38% |
17/04/2025 | 14.69% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 800,617 | 408,837 | 50,483 CHF | 29,886 CHF | 99.37% | 99.37% |
16/04/2025 | 14.79% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 805,082 | 410,045 | 50,415 CHF | 29,788 CHF | 99.20% | 99.20% |
15/04/2025 | 21.35% | 0.07 CHF | 0.08 CHF | 775,000 | 400,000 | 790,949 | 404,780 | 50,416 CHF | 32,043 CHF | 99.25% | 99.25% |