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 | 0.53% | 2.58 CHF | 2.59 CHF | 175,000 | 175,000 | 174,905 | 174,905 | 441,082 CHF | 443,417 CHF | 100.00% | 100.00% |
02/05/2025 | 0.52% | 2.51 CHF | 2.52 CHF | 225,000 | 225,000 | 224,872 | 224,872 | 528,992 CHF | 531,768 CHF | 100.00% | 100.00% |
30/04/2025 | 0.65% | 2.01 CHF | 2.02 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 453,346 CHF | 456,295 CHF | 100.00% | 100.00% |
29/04/2025 | 0.66% | 2.06 CHF | 2.07 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 460,184 CHF | 463,225 CHF | 100.00% | 100.00% |
28/04/2025 | 0.63% | 2.09 CHF | 2.11 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 477,958 CHF | 480,979 CHF | 100.00% | 100.00% |
25/04/2025 | 0.50% | 2.01 CHF | 2.02 CHF | 250,000 | 250,000 | 249,446 | 249,446 | 495,633 CHF | 498,131 CHF | 100.00% | 100.00% |
24/04/2025 | 0.57% | 1.85 CHF | 1.86 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 434,657 CHF | 437,157 CHF | 100.00% | 100.00% |
23/04/2025 | 0.57% | 1.81 CHF | 1.82 CHF | 300,000 | 300,000 | 299,716 | 299,716 | 523,230 CHF | 526,228 CHF | 100.00% | 100.00% |
22/04/2025 | 0.78% | 1.38 CHF | 1.39 CHF | 350,000 | 350,000 | 350,000 | 350,000 | 447,775 CHF | 451,275 CHF | 100.00% | 100.00% |
17/04/2025 | 0.76% | 1.33 CHF | 1.34 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 392,939 CHF | 395,939 CHF | 100.00% | 100.00% |