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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16/04/2025 | 22.12% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 40,247 CHF | 25,123 CHF | 95.10% | 95.10% |
15/04/2025 | 17.13% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 54,254 CHF | 32,127 CHF | 98.85% | 98.85% |
14/04/2025 | 16.52% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 56,043 CHF | 33,022 CHF | 98.91% | 98.91% |
11/04/2025 | 19.27% | 0.04 CHF | 0.05 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 47,309 CHF | 28,654 CHF | 98.41% | 98.41% |
10/04/2025 | 15.97% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 59,213 CHF | 34,607 CHF | 98.42% | 98.42% |
09/04/2025 | 16.94% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 54,481 CHF | 32,240 CHF | 97.38% | 97.38% |
08/04/2025 | 16.60% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 55,896 CHF | 32,948 CHF | 98.92% | 98.92% |
07/04/2025 | 27.40% | 0.06 CHF | 0.07 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 62,337 CHF | 40,939 CHF | 91.85% | 91.85% |
04/04/2025 | 13.64% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 68,958 CHF | 39,479 CHF | 97.92% | 97.92% |
03/04/2025 | 10.79% | 0.08 CHF | 0.09 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 88,132 CHF | 49,066 CHF | 98.36% | 98.36% |