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 | 13.05% | 0.07 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 71,864 CHF | 40,932 CHF | 98.91% | 98.91% |
30/04/2025 | 11.58% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 81,717 CHF | 45,858 CHF | 98.15% | 98.15% |
29/04/2025 | 10.54% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 89,853 CHF | 49,926 CHF | 98.82% | 98.82% |
28/04/2025 | 10.01% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 95,155 CHF | 52,578 CHF | 98.92% | 98.92% |
25/04/2025 | 10.99% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 86,270 CHF | 48,135 CHF | 98.50% | 98.50% |
24/04/2025 | 11.68% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 80,701 CHF | 45,350 CHF | 96.80% | 96.80% |
23/04/2025 | 11.96% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 78,830 CHF | 44,415 CHF | 96.82% | 96.82% |
22/04/2025 | 17.33% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 53,060 CHF | 31,530 CHF | 98.26% | 98.26% |
17/04/2025 | 20.79% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 43,553 CHF | 26,776 CHF | 96.25% | 96.25% |
16/04/2025 | 19.27% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 47,316 CHF | 28,658 CHF | 95.10% | 95.10% |