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 | 1.08% | 0.92 CHF | 0.93 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 55,249 CHF | 55,849 CHF | 100.00% | 100.00% |
29/04/2025 | 1.04% | 0.94 CHF | 0.95 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 57,378 CHF | 57,978 CHF | 100.00% | 100.00% |
28/04/2025 | 0.97% | 1.01 CHF | 1.02 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 61,254 CHF | 61,854 CHF | 100.00% | 100.00% |
25/04/2025 | 0.99% | 1.03 CHF | 1.04 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 60,601 CHF | 61,201 CHF | 100.00% | 100.00% |
24/04/2025 | 0.94% | 1.04 CHF | 1.05 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 53,028 CHF | 53,528 CHF | 100.00% | 100.00% |
23/04/2025 | 0.93% | 1.12 CHF | 1.13 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 53,803 CHF | 54,303 CHF | 100.00% | 100.00% |
22/04/2025 | 0.88% | 1.10 CHF | 1.11 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 56,364 CHF | 56,864 CHF | 100.00% | 100.00% |
17/04/2025 | 0.85% | 1.15 CHF | 1.16 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 58,269 CHF | 58,769 CHF | 100.00% | 100.00% |
16/04/2025 | 0.84% | 1.18 CHF | 1.19 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 59,385 CHF | 59,885 CHF | 100.00% | 100.00% |
15/04/2025 | 0.86% | 1.14 CHF | 1.15 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 58,164 CHF | 58,664 CHF | 100.00% | 100.00% |