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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16/04/2025 | 35.38% | 0.06 CHF | 0.08 CHF | 225,000 | 75,000 | 223,846 | 74,651 | 9,978 CHF | 4,722 CHF | 93.33% | 93.33% |
15/04/2025 | 36.31% | 0.05 CHF | 0.07 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 9,224 CHF | 4,424 CHF | 98.18% | 98.18% |
14/04/2025 | 33.03% | 0.05 CHF | 0.07 CHF | 225,000 | 75,000 | 225,000 | 75,000 | 11,253 CHF | 5,236 CHF | 96.32% | 96.32% |
11/04/2025 | 33.52% | 0.05 CHF | 0.06 CHF | 225,000 | 75,000 | 213,124 | 71,503 | 10,062 CHF | 4,648 CHF | 95.91% | 95.91% |
10/04/2025 | 52.83% | 0.04 CHF | 0.07 CHF | 300,000 | 100,000 | 253,421 | 84,474 | 10,322 CHF | 5,840 CHF | 81.89% | 81.89% |
09/04/2025 | 51.67% | 0.06 CHF | 0.09 CHF | 75,000 | 25,000 | 75,000 | 25,000 | 3,626 CHF | 2,013 CHF | 64.41% | 64.41% |
08/04/2025 | 42.77% | 0.06 CHF | 0.09 CHF | 150,000 | 50,000 | 105,401 | 35,134 | 5,720 CHF | 2,827 CHF | 73.80% | 73.80% |
07/04/2025 | 51.19% | 0.05 CHF | 0.10 CHF | 30,000 | 10,000 | 43,213 | 14,411 | 2,697 CHF | 1,497 CHF | 50.68% | 50.68% |
04/04/2025 | 20.25% | 0.13 CHF | 0.16 CHF | 150,000 | 50,000 | 109,828 | 36,610 | 14,786 CHF | 5,922 CHF | 75.05% | 75.05% |
03/04/2025 | 17.14% | 0.15 CHF | 0.19 CHF | 75,000 | 25,000 | 107,493 | 35,831 | 17,414 CHF | 6,793 CHF | 92.62% | 92.62% |