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 | 27.64% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 249,956 | 31,372 CHF | 10,341 CHF | 100.00% | 100.00% |
29/04/2025 | 26.03% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 33,553 CHF | 10,888 CHF | 100.00% | 100.00% |
28/04/2025 | 23.26% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 989,340 | 250,000 | 37,742 CHF | 12,033 CHF | 97.16% | 97.16% |
25/04/2025 | 20.62% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 256,181 | 43,605 CHF | 13,746 CHF | 99.89% | 99.89% |
24/04/2025 | 16.85% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 954,599 | 484,936 | 52,215 CHF | 31,374 CHF | 89.69% | 89.69% |
23/04/2025 | 15.61% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 988,843 | 497,099 | 58,444 CHF | 34,357 CHF | 99.98% | 99.98% |
22/04/2025 | 9.86% | 0.08 CHF | 0.09 CHF | 725,000 | 375,000 | 666,554 | 564,439 | 64,509 CHF | 61,093 CHF | 95.73% | 95.73% |
17/04/2025 | 8.73% | 0.10 CHF | 0.11 CHF | 650,000 | 650,000 | 630,367 | 629,966 | 70,965 CHF | 77,385 CHF | 99.78% | 99.78% |
16/04/2025 | 7.32% | 0.12 CHF | 0.13 CHF | 575,000 | 575,000 | 570,255 | 570,248 | 75,115 CHF | 80,817 CHF | 99.03% | 99.03% |
15/04/2025 | 7.83% | 0.11 CHF | 0.12 CHF | 650,000 | 650,000 | 589,460 | 589,443 | 72,466 CHF | 78,359 CHF | 91.44% | 91.44% |