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 | 41.36% | 0.02 CHF | 0.03 CHF | 490,000 | 490,000 | 491,071 | 491,071 | 9,449 CHF | 14,360 CHF | 99.79% | 99.79% |
15/04/2025 | 35.26% | 0.02 CHF | 0.03 CHF | 490,000 | 490,000 | 483,511 | 483,511 | 11,388 CHF | 16,228 CHF | 99.99% | 99.99% |
14/04/2025 | 40.54% | 0.02 CHF | 0.03 CHF | 500,000 | 500,000 | 490,642 | 490,642 | 9,755 CHF | 14,689 CHF | 99.99% | 99.99% |
11/04/2025 | 44.49% | 0.02 CHF | 0.03 CHF | 510,000 | 510,000 | 516,056 | 516,056 | 9,064 CHF | 14,225 CHF | 99.24% | 99.24% |
10/04/2025 | 45.77% | 0.02 CHF | 0.03 CHF | 510,000 | 510,000 | 467,966 | 455,011 | 9,353 CHF | 14,006 CHF | 99.34% | 99.34% |
09/04/2025 | 41.86% | 0.02 CHF | 0.03 CHF | 520,000 | 520,000 | 446,623 | 446,623 | 10,938 CHF | 16,275 CHF | 98.75% | 98.75% |
08/04/2025 | 40.75% | 0.02 CHF | 0.03 CHF | 500,000 | 500,000 | 467,768 | 467,768 | 10,426 CHF | 15,507 CHF | 99.86% | 99.86% |
07/04/2025 | 42.34% | 0.03 CHF | 0.04 CHF | 500,000 | 500,000 | 434,807 | 348,661 | 13,897 CHF | 15,113 CHF | 89.85% | 96.33% |
04/04/2025 | 52.50% | 0.04 CHF | 0.06 CHF | 240,000 | 240,000 | 308,892 | 308,892 | 10,328 CHF | 16,026 CHF | 98.45% | 98.45% |
03/04/2025 | 18.84% | 0.04 CHF | 0.05 CHF | 470,000 | 470,000 | 458,844 | 458,844 | 22,246 CHF | 26,835 CHF | 96.48% | 96.48% |