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 | 12.12% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 77,712 CHF | 43,856 CHF | 99.20% | 99.20% |
15/04/2025 | 10.96% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 86,493 CHF | 48,246 CHF | 99.21% | 99.21% |
14/04/2025 | 12.63% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 74,744 CHF | 42,372 CHF | 97.83% | 97.83% |
11/04/2025 | 12.23% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 77,214 CHF | 43,607 CHF | 98.95% | 98.95% |
10/04/2025 | 11.54% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 499,420 | 89,568 CHF | 50,217 CHF | 94.47% | 94.47% |
09/04/2025 | 13.04% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 71,879 CHF | 40,939 CHF | 98.52% | 98.52% |
08/04/2025 | 11.23% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 84,386 CHF | 47,193 CHF | 99.19% | 99.19% |
07/04/2025 | 16.77% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 75,612 CHF | 44,850 CHF | 90.45% | 90.45% |
04/04/2025 | 8.91% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 463,404 | 109,076 CHF | 54,725 CHF | 99.12% | 99.12% |
03/04/2025 | 6.62% | 0.15 CHF | 0.16 CHF | 1,000,000 | 400,000 | 984,259 | 384,259 | 143,960 CHF | 59,950 CHF | 98.79% | 98.79% |