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 |
---|---|---|---|---|---|---|---|---|---|---|---|
02/05/2025 | 11.39% | 0.17 CHF | 0.19 CHF | 300,000 | 75,000 | 304,177 | 75,000 | 51,024 CHF | 14,113 CHF | 99.16% | 99.16% |
30/04/2025 | 12.29% | 0.16 CHF | 0.18 CHF | 320,000 | 75,000 | 328,312 | 75,000 | 51,088 CHF | 13,217 CHF | 100.00% | 100.00% |
29/04/2025 | 11.61% | 0.17 CHF | 0.19 CHF | 300,000 | 75,000 | 310,323 | 75,000 | 50,991 CHF | 13,884 CHF | 99.99% | 99.99% |
28/04/2025 | 15.04% | 0.16 CHF | 0.18 CHF | 320,000 | 75,000 | 344,977 | 65,083 | 50,801 CHF | 11,103 CHF | 100.00% | 100.00% |
25/04/2025 | 25.09% | 0.14 CHF | 0.18 CHF | 360,000 | 25,000 | 370,303 | 24,974 | 50,405 CHF | 4,380 CHF | 100.00% | 100.00% |
24/04/2025 | 18.94% | 0.14 CHF | 0.18 CHF | 360,000 | 25,000 | 375,552 | 52,775 | 50,556 CHF | 8,345 CHF | 99.35% | 99.35% |
23/04/2025 | 31.84% | 0.10 CHF | 0.17 CHF | 22,500 | 7,500 | 331,676 | 21,815 | 41,815 CHF | 3,631 CHF | 97.60% | 97.60% |
22/04/2025 | 20.56% | 0.11 CHF | 0.13 CHF | 460,000 | 75,000 | 455,698 | 61,040 | 50,401 CHF | 8,159 CHF | 100.00% | 100.00% |
17/04/2025 | 35.68% | 0.10 CHF | 0.14 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 45,109 CHF | 3,231 CHF | 98.66% | 98.66% |
16/04/2025 | 33.08% | 0.10 CHF | 0.14 CHF | 500,000 | 25,000 | 492,533 | 24,893 | 48,868 CHF | 3,443 CHF | 99.47% | 99.47% |