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 | 3.09% | 0.32 CHF | 0.33 CHF | 300,000 | 300,000 | 329,290 | 329,290 | 104,938 CHF | 108,231 CHF | 100.00% | 100.00% |
29/04/2025 | 2.99% | 0.33 CHF | 0.34 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 98,891 CHF | 101,891 CHF | 100.00% | 100.00% |
28/04/2025 | 2.65% | 0.36 CHF | 0.37 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 93,106 CHF | 95,606 CHF | 100.00% | 100.00% |
25/04/2025 | 2.49% | 0.39 CHF | 0.40 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 118,912 CHF | 121,912 CHF | 100.00% | 100.00% |
24/04/2025 | 2.35% | 0.38 CHF | 0.39 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 105,129 CHF | 107,629 CHF | 100.00% | 100.00% |
23/04/2025 | 2.32% | 0.43 CHF | 0.44 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 95,811 CHF | 98,061 CHF | 100.00% | 100.00% |
22/04/2025 | 1.99% | 0.48 CHF | 0.49 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 124,534 CHF | 127,034 CHF | 100.00% | 100.00% |
17/04/2025 | 2.13% | 0.46 CHF | 0.47 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 105,231 CHF | 107,481 CHF | 100.00% | 100.00% |
16/04/2025 | 2.00% | 0.48 CHF | 0.49 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 124,047 CHF | 126,547 CHF | 100.00% | 100.00% |
15/04/2025 | 1.95% | 0.47 CHF | 0.48 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 114,649 CHF | 116,899 CHF | 100.00% | 100.00% |