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 |
---|---|---|---|---|---|---|---|---|---|---|---|
02/05/2025 | 0.75% | 1.28 CHF | 1.29 CHF | 255,000 | 255,000 | 258,309 | 258,309 | 341,433 CHF | 344,017 CHF | 100.00% | 100.00% |
30/04/2025 | 0.71% | 1.43 CHF | 1.44 CHF | 265,000 | 265,000 | 261,950 | 261,950 | 368,388 CHF | 371,008 CHF | 100.00% | 100.00% |
29/04/2025 | 0.71% | 1.42 CHF | 1.43 CHF | 265,000 | 265,000 | 261,760 | 261,760 | 365,955 CHF | 368,573 CHF | 99.99% | 99.99% |
28/04/2025 | 0.74% | 1.36 CHF | 1.37 CHF | 260,000 | 260,000 | 255,536 | 255,536 | 342,548 CHF | 345,105 CHF | 100.00% | 100.00% |
25/04/2025 | 0.72% | 1.35 CHF | 1.36 CHF | 255,000 | 255,000 | 259,059 | 259,059 | 358,631 CHF | 361,222 CHF | 100.00% | 100.00% |
24/04/2025 | 0.65% | 1.46 CHF | 1.47 CHF | 265,000 | 265,000 | 270,859 | 270,859 | 417,508 CHF | 420,222 CHF | 99.38% | 99.38% |
23/04/2025 | 0.64% | 1.54 CHF | 1.55 CHF | 270,000 | 270,000 | 273,591 | 273,591 | 423,866 CHF | 426,602 CHF | 99.86% | 99.86% |
22/04/2025 | 0.59% | 1.67 CHF | 1.68 CHF | 285,000 | 285,000 | 285,873 | 285,873 | 486,714 CHF | 489,575 CHF | 99.60% | 99.60% |
17/04/2025 | 0.59% | 1.70 CHF | 1.71 CHF | 285,000 | 285,000 | 287,521 | 287,521 | 486,515 CHF | 489,391 CHF | 99.97% | 99.97% |
16/04/2025 | 0.57% | 1.72 CHF | 1.73 CHF | 290,000 | 290,000 | 293,282 | 293,282 | 512,481 CHF | 515,417 CHF | 99.90% | 99.90% |