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 |
---|---|---|---|---|---|---|---|---|---|---|---|
02/05/2025 | 50.51% | 0.03 CHF | 0.05 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 13,320 CHF | 2,213 CHF | 74.00% | 74.00% |
30/04/2025 | 50.83% | 0.02 CHF | 0.04 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 11,850 CHF | 1,967 CHF | 95.65% | 95.65% |
29/04/2025 | 49.52% | 0.02 CHF | 0.04 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 12,383 CHF | 2,024 CHF | 100.00% | 100.00% |
28/04/2025 | 48.33% | 0.03 CHF | 0.04 CHF | 500,000 | 50,000 | 500,000 | 45,791 | 14,747 CHF | 2,185 CHF | 96.40% | 96.40% |
25/04/2025 | 66.89% | 0.03 CHF | 0.07 CHF | 500,000 | 25,000 | 499,149 | 24,978 | 14,975 CHF | 1,503 CHF | 99.98% | 99.98% |
24/04/2025 | 72.50% | 0.03 CHF | 0.06 CHF | 500,000 | 25,000 | 500,000 | 38,657 | 10,793 CHF | 1,703 CHF | 97.31% | 97.31% |
23/04/2025 | 89.78% | 0.01 CHF | 0.07 CHF | 500,000 | 7,500 | 500,000 | 23,857 | 9,697 CHF | 1,203 CHF | 82.60% | 82.60% |
22/04/2025 | 52.90% | 0.02 CHF | 0.04 CHF | 500,000 | 50,000 | 500,000 | 42,509 | 12,543 CHF | 1,761 CHF | 100.00% | 100.00% |
17/04/2025 | 117.13% | 0.01 CHF | 0.04 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 5,374 CHF | 1,015 CHF | 98.66% | 98.66% |
16/04/2025 | 121.34% | 0.01 CHF | 0.04 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 5,000 CHF | 1,025 CHF | 96.76% | 96.76% |