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 | 24.83% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 35,349 CHF | 11,337 CHF | 90.16% | 90.16% |
30/04/2025 | 21.59% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 277,067 | 41,567 CHF | 14,448 CHF | 100.00% | 100.00% |
29/04/2025 | 20.38% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 44,148 CHF | 13,537 CHF | 100.00% | 100.00% |
28/04/2025 | 18.10% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 476,716 | 50,340 CHF | 28,813 CHF | 99.86% | 99.86% |
25/04/2025 | 16.49% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 998,896 | 500,000 | 55,689 CHF | 32,878 CHF | 99.96% | 99.96% |
24/04/2025 | 13.14% | 0.06 CHF | 0.07 CHF | 975,000 | 500,000 | 871,523 | 443,069 | 62,042 CHF | 35,976 CHF | 99.96% | 99.96% |
23/04/2025 | 12.12% | 0.08 CHF | 0.09 CHF | 875,000 | 450,000 | 818,148 | 421,725 | 63,391 CHF | 36,955 CHF | 99.98% | 99.98% |
22/04/2025 | 7.67% | 0.11 CHF | 0.12 CHF | 600,000 | 600,000 | 554,352 | 554,334 | 69,585 CHF | 75,126 CHF | 99.95% | 99.95% |
17/04/2025 | 6.72% | 0.13 CHF | 0.14 CHF | 550,000 | 550,000 | 518,481 | 518,481 | 74,695 CHF | 79,880 CHF | 99.78% | 99.78% |
16/04/2025 | 5.80% | 0.16 CHF | 0.17 CHF | 475,000 | 475,000 | 473,073 | 473,073 | 79,298 CHF | 84,029 CHF | 99.03% | 99.03% |