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 | 33.80% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 25,428 CHF | 17,714 CHF | 98.91% | 98.91% |
11/04/2025 | 40.33% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 19,874 CHF | 14,937 CHF | 98.42% | 98.42% |
10/04/2025 | 29.05% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 32,156 CHF | 21,078 CHF | 98.41% | 98.41% |
09/04/2025 | 28.78% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,546 CHF | 20,273 CHF | 97.36% | 97.36% |
08/04/2025 | 26.19% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 34,008 CHF | 22,004 CHF | 98.90% | 98.90% |
07/04/2025 | 39.47% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 40,476 CHF | 30,001 CHF | 91.93% | 91.93% |
04/04/2025 | 21.86% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 41,563 CHF | 25,781 CHF | 97.93% | 97.93% |
03/04/2025 | 15.51% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 60,236 CHF | 35,118 CHF | 98.35% | 98.35% |
02/04/2025 | 12.93% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 72,583 CHF | 41,291 CHF | 98.53% | 98.53% |
01/04/2025 | 10.55% | 0.09 CHF | 0.10 CHF | 1,000,000 | 400,000 | 1,000,000 | 419,201 | 90,059 CHF | 41,805 CHF | 98.49% | 98.49% |