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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/04/2025 | 74.52% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 8,822 CHF | 4,705 CHF | 99.37% | 99.37% |
16/04/2025 | 68.14% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 9,780 CHF | 4,945 CHF | 99.19% | 99.19% |
15/04/2025 | 101.60% | 0.01 CHF | 0.02 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 7,380 CHF | 5,655 CHF | 99.24% | 99.24% |
14/04/2025 | 133.33% | 0.01 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,000 CHF | 6,250 CHF | 99.37% | 99.37% |
11/04/2025 | 133.33% | 0.01 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 5,000 CHF | 6,250 CHF | 98.65% | 98.65% |
10/04/2025 | 174.52% | 0.00 CHF | 0.02 CHF | 1,000,000 | 250,000 | 804,844 | 201,341 | 1,023 CHF | 4,270 CHF | 82.12% | 82.12% |
09/04/2025 | 128.06% | 0.01 CHF | 0.03 CHF | 250,000 | 63,000 | 250,000 | 63,000 | 1,448 CHF | 1,625 CHF | 90.94% | 90.94% |
08/04/2025 | 87.65% | 0.01 CHF | 0.02 CHF | 500,000 | 125,000 | 500,000 | 125,000 | 4,278 CHF | 2,746 CHF | 99.07% | 99.07% |
07/04/2025 | 190.24% | 0.00 CHF | 0.04 CHF | 500,000 | 125,000 | 371,222 | 93,418 | 371 CHF | 3,737 CHF | 87.23% | 87.23% |
04/04/2025 | 59.27% | 0.02 CHF | 0.03 CHF | 500,000 | 125,000 | 496,713 | 125,000 | 6,077 CHF | 2,777 CHF | 94.71% | 94.71% |