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 | 8.77% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 473,558 | 473,555 | 51,646 CHF | 56,381 CHF | 99.37% | 99.37% |
29/04/2025 | 8.55% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 463,469 | 463,469 | 51,860 CHF | 56,495 CHF | 99.37% | 99.37% |
28/04/2025 | 8.29% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 445,536 | 445,536 | 51,508 CHF | 55,963 CHF | 99.38% | 99.38% |
25/04/2025 | 8.70% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 473,750 | 473,750 | 52,113 CHF | 56,850 CHF | 99.02% | 99.02% |
24/04/2025 | 8.57% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 462,092 | 462,091 | 51,619 CHF | 56,239 CHF | 99.38% | 99.38% |
23/04/2025 | 7.85% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 418,158 | 418,158 | 51,211 CHF | 55,392 CHF | 92.59% | 92.59% |
22/04/2025 | 8.57% | 0.11 CHF | 0.12 CHF | 425,000 | 425,000 | 464,500 | 464,510 | 51,900 CHF | 56,546 CHF | 99.38% | 99.38% |
17/04/2025 | 7.43% | 0.12 CHF | 0.13 CHF | 400,000 | 400,000 | 400,500 | 400,500 | 51,923 CHF | 55,928 CHF | 99.37% | 99.37% |
16/04/2025 | 7.54% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 405,536 | 405,543 | 51,774 CHF | 55,830 CHF | 99.20% | 99.20% |
15/04/2025 | 11.02% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 397,305 | 397,304 | 51,846 CHF | 57,919 CHF | 99.25% | 99.25% |