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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30/04/2025 | 48.91% | 0.02 CHF | 0.03 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 6,022 CHF | 3,305 CHF | 99.04% | 99.04% |
29/04/2025 | 49.57% | 0.02 CHF | 0.04 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 6,010 CHF | 3,325 CHF | 95.47% | 95.47% |
28/04/2025 | 99.94% | 0.02 CHF | 0.04 CHF | 300,000 | 100,000 | 252,495 | 95,064 | 3,074 CHF | 3,274 CHF | 99.89% | 99.89% |
25/04/2025 | 119.44% | 0.01 CHF | 0.04 CHF | 225,000 | 75,000 | 129,278 | 75,000 | 1,293 CHF | 2,978 CHF | 82.88% | 84.81% |
24/04/2025 | 110.66% | 0.01 CHF | 0.04 CHF | 225,000 | 75,000 | 149,504 | 88,485 | 1,558 CHF | 3,112 CHF | 92.57% | 93.39% |
23/04/2025 | 114.64% | 0.01 CHF | 0.05 CHF | 75,000 | 20,000 | 219,406 | 75,000 | 2,303 CHF | 2,898 CHF | 79.17% | 95.41% |
22/04/2025 | 99.14% | 0.01 CHF | 0.03 CHF | 300,000 | 100,000 | 199,267 | 91,300 | 2,573 CHF | 3,124 CHF | 98.90% | 99.18% |
17/04/2025 | 117.56% | 0.01 CHF | 0.04 CHF | 37,500 | 37,500 | 62,669 | 58,822 | 639 CHF | 2,237 CHF | 49.03% | 91.76% |
16/04/2025 | 117.66% | 0.01 CHF | 0.04 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 750 CHF | 2,910 CHF | 5.01% | 93.21% |
15/04/2025 | 102.44% | 0.01 CHF | 0.03 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 750 CHF | 2,325 CHF | 0.66% | 98.08% |