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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16/04/2025 | 21.71% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 41,313 CHF | 12,828 CHF | 99.50% | 99.50% |
15/04/2025 | 21.02% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 42,710 CHF | 13,178 CHF | 99.78% | 99.78% |
14/04/2025 | 19.03% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 964,789 | 375,725 | 46,371 CHF | 22,432 CHF | 99.79% | 99.79% |
11/04/2025 | 14.41% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 785,740 | 400,237 | 50,594 CHF | 29,801 CHF | 99.65% | 99.65% |
10/04/2025 | 30.21% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 252,021 | 28,916 CHF | 9,790 CHF | 99.77% | 99.77% |
09/04/2025 | 21.40% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 999,204 | 311,177 | 42,369 CHF | 16,741 CHF | 99.75% | 99.75% |
08/04/2025 | 39.60% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,299 CHF | 7,575 CHF | 99.77% | 99.77% |
07/04/2025 | 39.66% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 992,290 | 250,000 | 20,126 CHF | 7,570 CHF | 95.29% | 95.29% |
04/04/2025 | 66.18% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 996,229 | 250,000 | 10,090 CHF | 5,036 CHF | 96.14% | 96.14% |
03/04/2025 | 94.23% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,865 CHF | 3,966 CHF | 99.78% | 99.78% |