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 | 18.66% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 430,954 | 48,686 CHF | 25,518 CHF | 99.72% | 99.72% |
02/05/2025 | 17.95% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 978,706 | 454,762 | 49,737 CHF | 27,832 CHF | 99.97% | 99.97% |
30/04/2025 | 18.62% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 436,433 | 48,788 CHF | 25,831 CHF | 99.96% | 99.96% |
29/04/2025 | 20.07% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 44,850 CHF | 13,712 CHF | 100.00% | 100.00% |
28/04/2025 | 18.60% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 443,577 | 48,866 CHF | 26,302 CHF | 99.91% | 99.91% |
25/04/2025 | 18.20% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 999,232 | 480,603 | 49,912 CHF | 28,830 CHF | 100.00% | 100.00% |
24/04/2025 | 18.15% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 991,182 | 497,061 | 49,635 CHF | 29,865 CHF | 100.00% | 100.00% |
23/04/2025 | 17.21% | 0.06 CHF | 0.07 CHF | 250,000 | 250,000 | 928,010 | 472,487 | 49,135 CHF | 29,783 CHF | 91.67% | 91.67% |
22/04/2025 | 19.58% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 999,511 | 298,291 | 46,146 CHF | 16,930 CHF | 100.00% | 100.00% |
17/04/2025 | 15.38% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 847,719 | 424,965 | 50,882 CHF | 29,758 CHF | 99.86% | 99.86% |