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 | 22.82% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 38,930 CHF | 12,233 CHF | 99.76% | 99.76% |
02/05/2025 | 21.58% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 41,448 CHF | 12,862 CHF | 99.99% | 99.99% |
30/04/2025 | 18.06% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 993,667 | 497,713 | 50,046 CHF | 30,048 CHF | 100.00% | 100.00% |
29/04/2025 | 16.58% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 914,959 | 467,269 | 50,615 CHF | 30,520 CHF | 99.98% | 99.98% |
28/04/2025 | 17.97% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 989,305 | 496,435 | 50,117 CHF | 30,120 CHF | 99.93% | 99.93% |
25/04/2025 | 16.90% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 936,108 | 478,503 | 50,737 CHF | 30,727 CHF | 100.00% | 100.00% |
24/04/2025 | 15.29% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 837,996 | 421,174 | 50,615 CHF | 29,654 CHF | 100.00% | 100.00% |
23/04/2025 | 13.47% | 0.06 CHF | 0.07 CHF | 250,000 | 250,000 | 709,393 | 370,923 | 49,333 CHF | 29,466 CHF | 91.75% | 91.75% |
22/04/2025 | 11.09% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 600,303 | 303,574 | 51,131 CHF | 28,891 CHF | 100.00% | 100.00% |
17/04/2025 | 14.42% | 0.06 CHF | 0.07 CHF | 775,000 | 400,000 | 785,264 | 401,881 | 50,562 CHF | 29,909 CHF | 99.83% | 99.83% |