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 |
---|---|---|---|---|---|---|---|---|---|---|---|
02/05/2025 | 60.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 992,741 | 250,000 | 11,928 CHF | 5,500 CHF | 99.37% | 99.37% |
30/04/2025 | 59.89% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,388 | 250,000 | 11,954 CHF | 5,508 CHF | 99.37% | 99.37% |
29/04/2025 | 66.47% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 10,060 CHF | 5,015 CHF | 99.37% | 99.37% |
28/04/2025 | 62.87% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 995,754 | 250,000 | 11,076 CHF | 5,285 CHF | 99.37% | 99.37% |
25/04/2025 | 62.09% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 995,830 | 250,000 | 11,331 CHF | 5,343 CHF | 99.01% | 99.01% |
24/04/2025 | 61.74% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 971,558 | 250,000 | 11,193 CHF | 5,369 CHF | 99.38% | 99.38% |
23/04/2025 | 50.35% | 0.02 CHF | 0.03 CHF | 250,000 | 250,000 | 955,377 | 250,000 | 14,225 CHF | 6,224 CHF | 92.59% | 92.59% |
22/04/2025 | 50.10% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 14,969 CHF | 6,242 CHF | 99.38% | 99.38% |
17/04/2025 | 50.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 992,602 | 250,000 | 14,889 CHF | 6,250 CHF | 99.37% | 99.37% |
16/04/2025 | 55.42% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 994,020 | 250,000 | 13,283 CHF | 5,843 CHF | 99.20% | 99.20% |