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 |
---|---|---|---|---|---|---|---|---|---|---|---|
05/05/2025 | 78.72% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 7,729 CHF | 8,864 CHF | 99.44% | 99.44% |
02/05/2025 | 67.19% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 9,930 CHF | 9,965 CHF | 99.38% | 99.38% |
30/04/2025 | 85.69% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 6,722 CHF | 8,361 CHF | 99.36% | 99.36% |
29/04/2025 | 75.77% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,258 CHF | 9,129 CHF | 98.86% | 98.86% |
28/04/2025 | 67.80% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 9,787 CHF | 9,894 CHF | 99.35% | 99.35% |
25/04/2025 | 65.90% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,206 CHF | 10,103 CHF | 99.36% | 99.36% |
24/04/2025 | 75.93% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,308 CHF | 9,154 CHF | 99.37% | 99.37% |
23/04/2025 | 69.40% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 9,448 CHF | 9,724 CHF | 99.36% | 99.36% |
22/04/2025 | 122.87% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 3,313 CHF | 6,657 CHF | 99.42% | 99.42% |
17/04/2025 | 82.68% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 7,152 CHF | 8,576 CHF | 82.76% | 82.76% |