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 | 0.66% | 1.46 CHF | 1.47 CHF | 255,000 | 255,000 | 258,306 | 258,306 | 389,560 CHF | 392,143 CHF | 100.00% | 100.00% |
30/04/2025 | 0.63% | 1.62 CHF | 1.63 CHF | 265,000 | 265,000 | 261,944 | 261,944 | 417,188 CHF | 419,808 CHF | 100.00% | 100.00% |
29/04/2025 | 0.63% | 1.61 CHF | 1.62 CHF | 265,000 | 265,000 | 261,766 | 261,766 | 415,032 CHF | 417,650 CHF | 100.00% | 100.00% |
28/04/2025 | 0.65% | 1.55 CHF | 1.56 CHF | 260,000 | 260,000 | 255,500 | 255,500 | 390,507 CHF | 393,065 CHF | 99.99% | 99.99% |
25/04/2025 | 0.63% | 1.54 CHF | 1.55 CHF | 255,000 | 255,000 | 259,074 | 259,074 | 407,442 CHF | 410,032 CHF | 99.96% | 99.96% |
24/04/2025 | 0.58% | 1.65 CHF | 1.66 CHF | 265,000 | 265,000 | 270,919 | 270,919 | 468,428 CHF | 471,141 CHF | 99.32% | 99.32% |
23/04/2025 | 0.57% | 1.73 CHF | 1.74 CHF | 270,000 | 270,000 | 273,600 | 273,600 | 475,078 CHF | 477,814 CHF | 99.73% | 99.73% |
22/04/2025 | 0.53% | 1.85 CHF | 1.86 CHF | 285,000 | 285,000 | 285,479 | 285,479 | 539,073 CHF | 541,935 CHF | 99.60% | 99.60% |
17/04/2025 | 0.53% | 1.88 CHF | 1.89 CHF | 285,000 | 285,000 | 287,537 | 287,537 | 539,966 CHF | 542,842 CHF | 99.98% | 99.98% |
16/04/2025 | 0.52% | 1.91 CHF | 1.92 CHF | 290,000 | 290,000 | 293,304 | 293,304 | 566,916 CHF | 569,851 CHF | 99.93% | 99.93% |