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 | 4.30% | 0.36 CHF | 0.37 CHF | 140,000 | 50,000 | 146,231 | 50,000 | 51,770 CHF | 18,506 CHF | 95.65% | 95.65% |
29/04/2025 | 4.01% | 0.36 CHF | 0.38 CHF | 140,000 | 50,000 | 140,213 | 50,000 | 51,357 CHF | 19,067 CHF | 100.00% | 100.00% |
28/04/2025 | 5.23% | 0.37 CHF | 0.39 CHF | 140,000 | 50,000 | 136,095 | 45,040 | 52,117 CHF | 18,075 CHF | 100.00% | 100.00% |
25/04/2025 | 8.33% | 0.39 CHF | 0.42 CHF | 130,000 | 25,000 | 138,787 | 24,977 | 52,520 CHF | 10,276 CHF | 99.97% | 99.97% |
24/04/2025 | 6.57% | 0.36 CHF | 0.39 CHF | 140,000 | 25,000 | 159,394 | 38,655 | 51,658 CHF | 13,171 CHF | 97.31% | 97.31% |
23/04/2025 | 9.18% | 0.32 CHF | 0.38 CHF | 160,000 | 7,500 | 157,302 | 23,857 | 52,206 CHF | 8,660 CHF | 82.60% | 82.60% |
22/04/2025 | 6.49% | 0.31 CHF | 0.32 CHF | 170,000 | 50,000 | 164,915 | 42,509 | 51,680 CHF | 14,224 CHF | 100.00% | 100.00% |
17/04/2025 | 9.80% | 0.30 CHF | 0.33 CHF | 170,000 | 25,000 | 178,871 | 25,000 | 52,045 CHF | 8,026 CHF | 98.65% | 98.65% |
16/04/2025 | 10.12% | 0.29 CHF | 0.32 CHF | 180,000 | 25,000 | 179,925 | 25,000 | 51,871 CHF | 7,975 CHF | 96.75% | 96.75% |
15/04/2025 | 9.04% | 0.32 CHF | 0.35 CHF | 160,000 | 25,000 | 172,034 | 25,000 | 51,637 CHF | 8,228 CHF | 99.94% | 99.94% |