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 |
---|---|---|---|---|---|---|---|---|---|---|---|
05/05/2025 | 0.67% | 1.46 CHF | 1.47 CHF | 800,000 | 800,000 | 643,233 | 643,233 | 960,757 CHF | 967,190 CHF | 100.00% | 100.00% |
02/05/2025 | 0.66% | 1.49 CHF | 1.50 CHF | 800,000 | 800,000 | 642,437 | 642,437 | 968,301 CHF | 974,725 CHF | 100.00% | 100.00% |
30/04/2025 | 0.62% | 1.63 CHF | 1.64 CHF | 700,000 | 700,000 | 620,301 | 620,301 | 997,968 CHF | 1,004,170 CHF | 100.00% | 100.00% |
29/04/2025 | 0.62% | 1.59 CHF | 1.60 CHF | 700,000 | 700,000 | 488,453 | 488,453 | 787,921 CHF | 792,806 CHF | 100.00% | 100.00% |
28/04/2025 | 0.60% | 1.64 CHF | 1.65 CHF | 500,000 | 500,000 | 421,555 | 421,555 | 699,024 CHF | 703,240 CHF | 100.00% | 100.00% |
25/04/2025 | 0.59% | 1.69 CHF | 1.70 CHF | 500,000 | 500,000 | 419,613 | 419,613 | 704,742 CHF | 708,938 CHF | 100.00% | 100.00% |
24/04/2025 | 0.57% | 1.69 CHF | 1.70 CHF | 450,000 | 450,000 | 370,939 | 370,939 | 653,038 CHF | 656,748 CHF | 100.00% | 100.00% |
23/04/2025 | 0.60% | 1.65 CHF | 1.66 CHF | 400,000 | 400,000 | 263,530 | 263,530 | 440,599 CHF | 443,234 CHF | 100.00% | 100.00% |
22/04/2025 | 0.53% | 1.82 CHF | 1.83 CHF | 300,000 | 300,000 | 260,830 | 260,830 | 495,086 CHF | 497,694 CHF | 100.00% | 100.00% |
17/04/2025 | 0.57% | 1.80 CHF | 1.81 CHF | 350,000 | 350,000 | 267,640 | 267,640 | 469,299 CHF | 471,975 CHF | 100.00% | 100.00% |