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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24/04/2025 | 0.25% | 4.07 CHF | 4.08 CHF | 160,000 | 160,000 | 163,014 | 163,014 | 661,972 CHF | 663,606 CHF | 99.64% | 99.64% |
23/04/2025 | 0.25% | 4.08 CHF | 4.09 CHF | 160,000 | 160,000 | 164,966 | 164,966 | 658,531 CHF | 660,180 CHF | 99.95% | 99.95% |
22/04/2025 | 0.26% | 3.92 CHF | 3.93 CHF | 165,000 | 165,000 | 169,131 | 169,131 | 653,040 CHF | 654,736 CHF | 99.41% | 99.41% |
17/04/2025 | 0.26% | 3.86 CHF | 3.87 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 651,928 CHF | 653,628 CHF | 99.99% | 99.99% |
16/04/2025 | 0.26% | 3.86 CHF | 3.87 CHF | 170,000 | 170,000 | 169,818 | 169,818 | 655,081 CHF | 656,781 CHF | 99.48% | 99.48% |
15/04/2025 | 0.26% | 3.83 CHF | 3.84 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 644,122 CHF | 645,822 CHF | 99.96% | 99.96% |
14/04/2025 | 0.27% | 3.76 CHF | 3.77 CHF | 170,000 | 170,000 | 170,448 | 170,448 | 641,172 CHF | 642,877 CHF | 100.00% | 100.00% |
11/04/2025 | 0.27% | 3.60 CHF | 3.61 CHF | 175,000 | 175,000 | 175,351 | 175,351 | 637,873 CHF | 639,627 CHF | 99.10% | 99.10% |
10/04/2025 | 0.26% | 3.83 CHF | 3.84 CHF | 170,000 | 170,000 | 170,045 | 170,045 | 642,714 CHF | 644,414 CHF | 99.13% | 99.13% |
09/04/2025 | 0.28% | 3.62 CHF | 3.63 CHF | 170,000 | 170,000 | 173,492 | 173,492 | 614,239 CHF | 615,974 CHF | 98.83% | 98.83% |