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 | 44.84% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 17,581 CHF | 6,895 CHF | 100.00% | 100.00% |
29/04/2025 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,000 CHF | 7,500 CHF | 100.00% | 100.00% |
28/04/2025 | 35.50% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 23,378 CHF | 8,345 CHF | 99.86% | 99.86% |
25/04/2025 | 33.15% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 25,193 CHF | 8,798 CHF | 99.96% | 99.96% |
24/04/2025 | 27.26% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 31,856 CHF | 10,464 CHF | 99.96% | 99.96% |
23/04/2025 | 25.88% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 33,769 CHF | 10,942 CHF | 99.99% | 99.99% |
22/04/2025 | 18.62% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 423,661 | 48,930 CHF | 25,288 CHF | 99.95% | 99.95% |
17/04/2025 | 15.90% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 58,094 CHF | 34,047 CHF | 99.78% | 99.78% |
16/04/2025 | 14.01% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 66,459 CHF | 38,229 CHF | 99.03% | 99.03% |
15/04/2025 | 15.29% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 60,577 CHF | 35,289 CHF | 99.82% | 99.82% |