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 |
---|---|---|---|---|---|---|---|---|---|---|---|
02/05/2025 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 249,898 | 10,000 CHF | 4,998 CHF | 90.17% | 90.17% |
30/04/2025 | 62.23% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 11,330 CHF | 5,332 CHF | 100.00% | 100.00% |
29/04/2025 | 56.45% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 13,066 CHF | 5,766 CHF | 100.00% | 100.00% |
28/04/2025 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 15,000 CHF | 6,250 CHF | 99.86% | 99.86% |
25/04/2025 | 42.78% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 18,612 CHF | 7,153 CHF | 99.96% | 99.96% |
24/04/2025 | 32.34% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 26,082 CHF | 9,021 CHF | 99.96% | 99.96% |
23/04/2025 | 31.65% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 26,770 CHF | 9,192 CHF | 99.99% | 99.99% |
22/04/2025 | 22.28% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 40,043 CHF | 12,511 CHF | 99.95% | 99.95% |
17/04/2025 | 19.09% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 377,478 | 47,552 CHF | 22,034 CHF | 99.68% | 99.68% |
16/04/2025 | 16.79% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 491,627 | 54,647 CHF | 31,801 CHF | 99.03% | 99.03% |