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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2025 | 43.01% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 9,159 CHF | 7,079 CHF | 99.04% | 99.04% |
14/05/2025 | 34.62% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 12,028 CHF | 8,514 CHF | 99.18% | 99.18% |
13/05/2025 | 37.54% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,864 CHF | 7,932 CHF | 98.77% | 98.77% |
12/05/2025 | 43.69% | 0.01 CHF | 0.01 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 11,779 CHF | 9,194 CHF | 82.97% | 82.97% |
09/05/2025 | 87.06% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 6,510 CHF | 8,255 CHF | 96.34% | 96.34% |
08/05/2025 | 72.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,904 CHF | 9,452 CHF | 98.51% | 98.51% |
07/05/2025 | 107.32% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 4,362 CHF | 7,181 CHF | 97.07% | 97.07% |
06/05/2025 | 98.77% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 5,142 CHF | 7,571 CHF | 98.33% | 98.33% |
05/05/2025 | 89.95% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 6,130 CHF | 8,065 CHF | 96.66% | 96.66% |
02/05/2025 | 76.98% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,026 CHF | 9,013 CHF | 97.25% | 97.25% |