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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/04/2025 | 22.22% | 0.02 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 60,000 CHF | 75,000 CHF | 100.00% | 100.00% |
11/04/2025 | 18.18% | 0.03 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 75,000 CHF | 90,000 CHF | 94.29% | 94.29% |
10/04/2025 | 21.01% | 0.03 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 64,531 CHF | 79,531 CHF | 90.50% | 90.50% |
09/04/2025 | 13.57% | 0.04 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 103,289 CHF | 118,289 CHF | 81.61% | 81.61% |
08/04/2025 | 17.42% | 0.03 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,998,920 | 2,998,920 | 80,053 CHF | 95,053 CHF | 92.32% | 92.32% |
07/04/2025 | 14.37% | 0.03 CHF | 0.04 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 97,480 CHF | 112,480 CHF | 69.86% | 69.86% |
04/04/2025 | 21.56% | 0.03 CHF | 0.03 CHF | 3,000,000 | 3,000,000 | 2,995,160 | 2,995,160 | 62,796 CHF | 77,796 CHF | 91.98% | 91.98% |
03/04/2025 | 28.57% | 0.02 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 45,000 CHF | 60,000 CHF | 98.33% | 98.33% |
02/04/2025 | 28.57% | 0.02 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 45,000 CHF | 60,000 CHF | 99.93% | 99.93% |
01/04/2025 | 40.58% | 0.02 CHF | 0.02 CHF | 3,000,000 | 3,000,000 | 3,000,000 | 3,000,000 | 40,264 CHF | 60,061 CHF | 99.36% | 99.36% |