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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/04/2025 | 29.03% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 29,600 CHF | 19,800 CHF | 98.92% | 98.92% |
11/04/2025 | 28.82% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 29,779 CHF | 19,890 CHF | 98.41% | 98.41% |
10/04/2025 | 26.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 33,387 CHF | 21,694 CHF | 98.42% | 98.42% |
09/04/2025 | 26.82% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 32,755 CHF | 21,378 CHF | 97.39% | 97.39% |
08/04/2025 | 27.65% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 31,445 CHF | 20,722 CHF | 98.92% | 98.92% |
07/04/2025 | 44.11% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 35,170 CHF | 27,377 CHF | 91.82% | 91.82% |
04/04/2025 | 20.75% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 43,871 CHF | 26,935 CHF | 97.90% | 97.90% |
03/04/2025 | 17.82% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 51,306 CHF | 30,653 CHF | 98.34% | 98.34% |
02/04/2025 | 17.81% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 51,338 CHF | 30,669 CHF | 98.53% | 98.53% |
01/04/2025 | 15.45% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 59,773 CHF | 34,887 CHF | 98.45% | 98.45% |