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 | 66.67% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 10,000 CHF | 10,000 CHF | 95.10% | 95.10% |
15/04/2025 | 51.40% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 15,727 CHF | 12,863 CHF | 98.86% | 98.86% |
14/04/2025 | 44.13% | 0.01 CHF | 0.02 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 18,450 CHF | 14,225 CHF | 98.91% | 98.91% |
11/04/2025 | 40.46% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 19,827 CHF | 14,913 CHF | 98.43% | 98.43% |
10/04/2025 | 41.07% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,219 CHF | 15,110 CHF | 98.42% | 98.42% |
09/04/2025 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 20,000 CHF | 15,000 CHF | 97.45% | 97.45% |
08/04/2025 | 40.49% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 19,817 CHF | 14,909 CHF | 98.93% | 98.93% |
07/04/2025 | 73.78% | 0.02 CHF | 0.03 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 17,681 CHF | 18,632 CHF | 91.84% | 91.84% |
04/04/2025 | 33.16% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 25,994 CHF | 17,997 CHF | 97.93% | 97.93% |
03/04/2025 | 28.52% | 0.03 CHF | 0.04 CHF | 1,000,000 | 500,000 | 1,000,000 | 500,000 | 30,078 CHF | 20,039 CHF | 98.38% | 98.38% |