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 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,000 CHF | 7,500 CHF | 90.17% | 90.17% |
30/04/2025 | 38.06% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 21,454 CHF | 7,863 CHF | 100.00% | 100.00% |
29/04/2025 | 34.75% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 23,940 CHF | 8,485 CHF | 100.00% | 100.00% |
28/04/2025 | 31.27% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 27,171 CHF | 9,293 CHF | 99.86% | 99.86% |
25/04/2025 | 28.56% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 30,016 CHF | 10,004 CHF | 99.96% | 99.96% |
24/04/2025 | 24.03% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 36,783 CHF | 11,696 CHF | 99.96% | 99.96% |
23/04/2025 | 22.45% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 256,122 | 39,594 CHF | 12,718 CHF | 99.98% | 99.98% |
22/04/2025 | 16.13% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 57,232 CHF | 33,616 CHF | 99.95% | 99.95% |
17/04/2025 | 13.84% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 67,503 CHF | 38,752 CHF | 99.78% | 99.78% |
16/04/2025 | 12.07% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 993,154 | 498,832 | 77,427 CHF | 43,883 CHF | 99.03% | 99.03% |