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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/04/2025 | 69.81% | 0.02 CHF | 0.05 CHF | 37,500 | 37,500 | 130,929 | 56,186 | 2,786 CHF | 2,520 CHF | 92.30% | 92.30% |
16/04/2025 | 79.98% | 0.03 CHF | 0.04 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 3,351 CHF | 2,511 CHF | 92.70% | 93.22% |
15/04/2025 | 107.96% | 0.02 CHF | 0.04 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 2,711 CHF | 2,957 CHF | 98.18% | 98.18% |
14/04/2025 | 64.85% | 0.02 CHF | 0.04 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 4,502 CHF | 2,950 CHF | 96.32% | 96.32% |
11/04/2025 | 71.74% | 0.02 CHF | 0.04 CHF | 225,000 | 75,000 | 213,111 | 71,499 | 4,111 CHF | 2,808 CHF | 95.80% | 95.80% |
10/04/2025 | 97.03% | 0.02 CHF | 0.04 CHF | 300,000 | 100,000 | 241,439 | 80,480 | 3,659 CHF | 3,267 CHF | 60.65% | 63.83% |
09/04/2025 | 88.38% | 0.03 CHF | 0.06 CHF | 75,000 | 25,000 | 75,000 | 25,000 | 1,594 CHF | 1,328 CHF | 63.73% | 66.06% |
08/04/2025 | 87.17% | 0.03 CHF | 0.05 CHF | 150,000 | 50,000 | 107,494 | 35,831 | 2,368 CHF | 1,710 CHF | 77.56% | 77.56% |
07/04/2025 | 91.65% | 0.02 CHF | 0.06 CHF | 30,000 | 10,000 | 43,230 | 14,410 | 1,107 CHF | 935 CHF | 50.76% | 50.76% |
04/04/2025 | 34.26% | 0.07 CHF | 0.10 CHF | 150,000 | 50,000 | 110,254 | 36,751 | 8,165 CHF | 3,712 CHF | 76.31% | 76.31% |