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 | 21.16% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 254,729 | 42,523 CHF | 13,414 CHF | 99.73% | 99.73% |
30/04/2025 | 19.10% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 993,296 | 406,901 | 47,414 CHF | 23,966 CHF | 99.78% | 99.78% |
29/04/2025 | 17.22% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 952,974 | 483,636 | 50,613 CHF | 30,535 CHF | 99.78% | 99.78% |
28/04/2025 | 14.42% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 776,158 | 399,257 | 49,976 CHF | 29,717 CHF | 99.69% | 99.69% |
25/04/2025 | 13.46% | 0.07 CHF | 0.08 CHF | 725,000 | 375,000 | 732,742 | 378,774 | 50,774 CHF | 30,035 CHF | 99.79% | 99.79% |
24/04/2025 | 15.22% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 834,014 | 421,101 | 50,638 CHF | 29,786 CHF | 99.78% | 99.78% |
23/04/2025 | 15.29% | 0.07 CHF | 0.08 CHF | 250,000 | 250,000 | 821,548 | 421,509 | 49,517 CHF | 29,648 CHF | 91.48% | 91.48% |
22/04/2025 | 17.90% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 984,485 | 492,214 | 50,112 CHF | 29,988 CHF | 99.77% | 99.77% |
17/04/2025 | 19.41% | 0.06 CHF | 0.07 CHF | 1,000,000 | 250,000 | 1,000,000 | 316,937 | 46,646 CHF | 18,132 CHF | 99.60% | 99.60% |
16/04/2025 | 19.10% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 981,956 | 372,224 | 46,885 CHF | 22,039 CHF | 99.49% | 99.49% |