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 | 100.00% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,000 CHF | 3,750 CHF | 99.19% | 99.19% |
15/04/2025 | 142.42% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 991,977 | 250,000 | 2,896 CHF | 4,405 CHF | 99.24% | 99.24% |
14/04/2025 | 180.95% | 0.00 CHF | 0.02 CHF | 1,000,000 | 250,000 | 995,240 | 250,000 | 995 CHF | 5,000 CHF | 99.37% | 99.37% |
11/04/2025 | 180.95% | 0.00 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 1,000 CHF | 5,000 CHF | 98.65% | 98.65% |
10/04/2025 | 140.11% | 0.00 CHF | 0.03 CHF | 1,000,000 | 250,000 | 804,799 | 201,330 | 3,720 CHF | 5,219 CHF | 82.14% | 82.14% |
09/04/2025 | 118.30% | 0.01 CHF | 0.03 CHF | 250,000 | 63,000 | 242,851 | 63,000 | 1,778 CHF | 1,717 CHF | 90.94% | 90.94% |
08/04/2025 | 71.04% | 0.02 CHF | 0.03 CHF | 500,000 | 125,000 | 478,562 | 125,000 | 5,903 CHF | 3,216 CHF | 97.53% | 97.53% |
07/04/2025 | 189.68% | 0.00 CHF | 0.05 CHF | 500,000 | 125,000 | 369,875 | 93,382 | 407 CHF | 3,751 CHF | 87.23% | 87.23% |
04/04/2025 | 50.00% | 0.02 CHF | 0.03 CHF | 500,000 | 125,000 | 491,827 | 125,000 | 7,377 CHF | 3,125 CHF | 94.77% | 94.77% |
03/04/2025 | 50.00% | 0.02 CHF | 0.03 CHF | 500,000 | 125,000 | 500,000 | 125,000 | 7,500 CHF | 3,125 CHF | 99.38% | 99.38% |