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 | 28.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,000 CHF | 20,000 CHF | 99.38% | 99.38% |
30/04/2025 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,000 CHF | 15,000 CHF | 99.38% | 99.38% |
29/04/2025 | 35.37% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 24,050 CHF | 17,025 CHF | 98.90% | 98.90% |
28/04/2025 | 28.87% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 29,740 CHF | 19,870 CHF | 99.36% | 99.36% |
25/04/2025 | 28.78% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 29,821 CHF | 19,911 CHF | 99.41% | 99.41% |
24/04/2025 | 37.13% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 22,508 CHF | 16,254 CHF | 99.39% | 99.39% |
23/04/2025 | 32.77% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 25,589 CHF | 17,794 CHF | 99.03% | 99.03% |
22/04/2025 | 53.25% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 14,008 CHF | 12,004 CHF | 99.44% | 99.44% |
17/04/2025 | 39.52% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,419 CHF | 15,209 CHF | 82.76% | 82.76% |
16/04/2025 | 26.42% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 33,381 CHF | 21,690 CHF | 99.36% | 99.36% |