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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/04/2025 | 45.99% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 16,947 CHF | 13,473 CHF | 97.74% | 97.74% |
11/04/2025 | 48.43% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 15,688 CHF | 12,844 CHF | 98.64% | 98.64% |
10/04/2025 | 46.39% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 16,675 CHF | 13,337 CHF | 99.34% | 99.34% |
09/04/2025 | 56.51% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 12,802 CHF | 11,401 CHF | 98.97% | 98.97% |
08/04/2025 | 44.46% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 17,581 CHF | 13,791 CHF | 98.42% | 98.42% |
07/04/2025 | 96.07% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,740 CHF | 15,096 CHF | 94.23% | 94.23% |
04/04/2025 | 31.59% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 27,356 CHF | 18,678 CHF | 99.19% | 99.19% |
03/04/2025 | 39.19% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,707 CHF | 15,353 CHF | 99.22% | 99.22% |
02/04/2025 | 34.43% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 24,871 CHF | 17,436 CHF | 97.72% | 97.72% |
01/04/2025 | 40.10% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 19,973 CHF | 14,987 CHF | 95.06% | 95.06% |