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 | 7.80% | 0.11 CHF | 0.12 CHF | 380,000 | 380,000 | 380,000 | 380,000 | 46,933 CHF | 50,733 CHF | 100.00% | 100.00% |
11/04/2025 | 5.59% | 0.19 CHF | 0.20 CHF | 380,000 | 380,000 | 401,658 | 401,658 | 69,735 CHF | 73,751 CHF | 99.44% | 99.44% |
10/04/2025 | 6.89% | 0.15 CHF | 0.16 CHF | 250,000 | 250,000 | 245,619 | 245,619 | 40,364 CHF | 42,907 CHF | 99.98% | 99.98% |
09/04/2025 | 5.57% | 0.25 CHF | 0.26 CHF | 250,000 | 250,000 | 229,956 | 229,956 | 53,712 CHF | 56,154 CHF | 97.75% | 97.75% |
08/04/2025 | 6.15% | 0.16 CHF | 0.17 CHF | 250,000 | 250,000 | 248,994 | 248,994 | 39,739 CHF | 42,240 CHF | 99.84% | 99.84% |
07/04/2025 | 10.87% | 0.16 CHF | 0.21 CHF | 25,000 | 25,000 | 198,375 | 198,375 | 42,755 CHF | 46,006 CHF | 96.50% | 96.50% |
04/04/2025 | 16.67% | 0.13 CHF | 0.15 CHF | 1,000,000 | 1,000,000 | 830,914 | 830,914 | 98,655 CHF | 112,699 CHF | 96.13% | 96.13% |
03/04/2025 | 16.73% | 0.08 CHF | 0.09 CHF | 1,000,000 | 1,000,000 | 955,114 | 955,114 | 70,325 CHF | 80,175 CHF | 94.10% | 94.10% |
02/04/2025 | 13.84% | 0.06 CHF | 0.07 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 67,296 CHF | 77,296 CHF | 98.25% | 98.25% |
01/04/2025 | 14.68% | 0.06 CHF | 0.07 CHF | 1,000,000 | 1,000,000 | 1,000,000 | 1,000,000 | 63,153 CHF | 73,153 CHF | 97.18% | 97.18% |