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 |
---|---|---|---|---|---|---|---|---|---|---|---|
05/05/2025 | 72.79% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 8,782 CHF | 9,391 CHF | 97.94% | 97.94% |
02/05/2025 | 61.99% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 11,282 CHF | 10,641 CHF | 98.92% | 98.92% |
30/04/2025 | 52.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 14,043 CHF | 12,022 CHF | 98.16% | 98.16% |
29/04/2025 | 48.47% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 15,667 CHF | 12,833 CHF | 98.82% | 98.82% |
28/04/2025 | 43.95% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 17,800 CHF | 13,900 CHF | 98.93% | 98.93% |
25/04/2025 | 44.89% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 17,502 CHF | 13,751 CHF | 98.16% | 98.16% |
24/04/2025 | 49.07% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 15,403 CHF | 12,702 CHF | 96.78% | 96.78% |
23/04/2025 | 49.97% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 15,064 CHF | 12,532 CHF | 97.35% | 97.35% |
22/04/2025 | 78.18% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 7,904 CHF | 8,952 CHF | 98.32% | 98.32% |
17/04/2025 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,000 CHF | 10,000 CHF | 96.25% | 96.25% |