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 | 29.43% | 0.06 CHF | 0.09 CHF | 500,000 | 25,000 | 500,000 | 36,771 | 31,702 CHF | 3,074 CHF | 100.00% | 100.00% |
02/05/2025 | 22.52% | 0.07 CHF | 0.08 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 31,895 CHF | 3,996 CHF | 74.00% | 74.00% |
30/04/2025 | 27.87% | 0.06 CHF | 0.07 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 27,828 CHF | 3,682 CHF | 94.82% | 94.82% |
29/04/2025 | 20.70% | 0.06 CHF | 0.07 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 30,605 CHF | 3,772 CHF | 100.00% | 100.00% |
28/04/2025 | 23.16% | 0.06 CHF | 0.08 CHF | 500,000 | 50,000 | 495,889 | 45,793 | 33,597 CHF | 3,862 CHF | 96.39% | 96.39% |
25/04/2025 | 35.67% | 0.07 CHF | 0.11 CHF | 486,702 | 25,000 | 492,802 | 24,978 | 34,496 CHF | 2,508 CHF | 99.97% | 99.97% |
24/04/2025 | 34.41% | 0.06 CHF | 0.09 CHF | 500,000 | 25,000 | 500,000 | 38,655 | 26,120 CHF | 2,760 CHF | 97.31% | 97.31% |
23/04/2025 | 47.35% | 0.04 CHF | 0.10 CHF | 500,000 | 7,500 | 500,000 | 23,857 | 25,314 CHF | 1,937 CHF | 82.60% | 82.60% |
22/04/2025 | 31.95% | 0.05 CHF | 0.07 CHF | 500,000 | 50,000 | 500,000 | 42,507 | 26,189 CHF | 3,013 CHF | 100.00% | 100.00% |
17/04/2025 | 54.55% | 0.04 CHF | 0.07 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 20,000 CHF | 1,750 CHF | 98.66% | 98.66% |