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 | 991,966 | 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 | 173.07% | 0.00 CHF | 0.02 CHF | 1,000,000 | 250,000 | 804,896 | 201,354 | 1,060 CHF | 4,271 CHF | 82.12% | 82.12% |
09/04/2025 | 133.33% | 0.01 CHF | 0.03 CHF | 250,000 | 63,000 | 250,000 | 63,000 | 1,250 CHF | 1,575 CHF | 91.92% | 91.92% |
08/04/2025 | 87.40% | 0.01 CHF | 0.02 CHF | 500,000 | 125,000 | 496,652 | 125,000 | 4,264 CHF | 2,750 CHF | 99.07% | 99.07% |
07/04/2025 | 190.24% | 0.00 CHF | 0.04 CHF | 500,000 | 125,000 | 369,870 | 93,380 | 370 CHF | 3,735 CHF | 87.23% | 87.23% |
04/04/2025 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 125,000 | 491,759 | 125,000 | 4,918 CHF | 2,500 CHF | 94.14% | 94.14% |
03/04/2025 | 66.67% | 0.01 CHF | 0.02 CHF | 500,000 | 125,000 | 500,000 | 125,000 | 5,000 CHF | 2,500 CHF | 99.38% | 99.38% |