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 | 0.52% | 3.27 CHF | 3.29 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 82,369 CHF | 82,796 CHF | 100.00% | 100.00% |
29/04/2025 | 0.48% | 3.42 CHF | 3.43 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 83,649 CHF | 84,047 CHF | 100.00% | 100.00% |
28/04/2025 | 0.48% | 3.25 CHF | 3.27 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 77,294 CHF | 77,665 CHF | 100.00% | 100.00% |
25/04/2025 | 0.48% | 2.98 CHF | 2.99 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 89,973 CHF | 90,405 CHF | 100.00% | 100.00% |
24/04/2025 | 0.47% | 2.92 CHF | 2.93 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 84,914 CHF | 85,314 CHF | 100.00% | 100.00% |
23/04/2025 | 0.48% | 2.63 CHF | 2.64 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 82,203 CHF | 82,596 CHF | 100.00% | 100.00% |
22/04/2025 | 0.60% | 2.52 CHF | 2.54 CHF | 30,000 | 30,000 | 30,000 | 30,000 | 76,326 CHF | 76,786 CHF | 100.00% | 100.00% |
17/04/2025 | 0.58% | 2.49 CHF | 2.51 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 83,387 CHF | 83,869 CHF | 100.00% | 100.00% |
16/04/2025 | 0.54% | 2.42 CHF | 2.43 CHF | 35,000 | 35,000 | 35,000 | 35,000 | 85,611 CHF | 86,076 CHF | 100.00% | 100.00% |
15/04/2025 | 0.52% | 2.46 CHF | 2.47 CHF | 40,000 | 40,000 | 40,000 | 40,000 | 92,910 CHF | 93,396 CHF | 100.00% | 100.00% |