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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30/04/2025 | 35.39% | 0.04 CHF | 0.05 CHF | 500,000 | 50,000 | 482,734 | 50,000 | 18,390 CHF | 2,707 CHF | 95.66% | 95.66% |
29/04/2025 | 34.29% | 0.04 CHF | 0.06 CHF | 500,000 | 50,000 | 459,509 | 50,000 | 20,211 CHF | 3,113 CHF | 100.00% | 100.00% |
28/04/2025 | 32.11% | 0.05 CHF | 0.07 CHF | 447,035 | 50,000 | 413,122 | 45,798 | 21,751 CHF | 3,293 CHF | 96.36% | 96.36% |
25/04/2025 | 45.59% | 0.06 CHF | 0.09 CHF | 408,478 | 25,000 | 411,950 | 24,979 | 22,787 CHF | 2,194 CHF | 99.94% | 99.94% |
24/04/2025 | 51.19% | 0.05 CHF | 0.08 CHF | 467,307 | 25,000 | 494,804 | 38,657 | 16,809 CHF | 2,100 CHF | 97.31% | 97.31% |
23/04/2025 | 63.78% | 0.02 CHF | 0.08 CHF | 22,500 | 7,500 | 418,328 | 22,007 | 16,454 CHF | 1,550 CHF | 93.13% | 93.13% |
22/04/2025 | 42.14% | 0.03 CHF | 0.05 CHF | 500,000 | 50,000 | 500,000 | 42,507 | 17,211 CHF | 2,172 CHF | 100.00% | 100.00% |
17/04/2025 | 84.29% | 0.02 CHF | 0.05 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 10,374 CHF | 1,269 CHF | 98.65% | 98.65% |
16/04/2025 | 87.36% | 0.02 CHF | 0.05 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 10,071 CHF | 1,287 CHF | 96.76% | 96.76% |
15/04/2025 | 69.55% | 0.04 CHF | 0.07 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 14,249 CHF | 1,445 CHF | 99.94% | 99.94% |