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 | 10.01% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 95,143 CHF | 52,571 CHF | 98.92% | 98.92% |
11/04/2025 | 10.91% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 86,940 CHF | 48,470 CHF | 98.42% | 98.42% |
10/04/2025 | 9.20% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 105,590 CHF | 57,795 CHF | 98.39% | 98.39% |
09/04/2025 | 9.65% | 0.09 CHF | 0.10 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 98,869 CHF | 54,434 CHF | 97.38% | 97.38% |
08/04/2025 | 9.67% | 0.10 CHF | 0.11 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 98,806 CHF | 54,403 CHF | 98.89% | 98.89% |
07/04/2025 | 16.46% | 0.11 CHF | 0.12 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 109,920 CHF | 64,748 CHF | 91.14% | 91.14% |
04/04/2025 | 7.78% | 0.14 CHF | 0.15 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 124,177 CHF | 67,089 CHF | 97.87% | 97.87% |
03/04/2025 | 6.42% | 0.14 CHF | 0.15 CHF | 1,000,000 | 500,000 | 1,000,000 | 427,696 | 151,122 CHF | 68,601 CHF | 98.30% | 98.30% |
02/04/2025 | 5.98% | 0.17 CHF | 0.18 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 162,473 CHF | 68,989 CHF | 98.48% | 98.48% |
01/04/2025 | 5.47% | 0.18 CHF | 0.19 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 178,026 CHF | 75,210 CHF | 98.50% | 98.50% |