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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30/04/2025 | 28.74% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 29,826 CHF | 9,956 CHF | 100.00% | 100.00% |
29/04/2025 | 33.15% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 25,195 CHF | 8,799 CHF | 100.00% | 100.00% |
28/04/2025 | 29.29% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 29,241 CHF | 9,810 CHF | 99.93% | 99.93% |
25/04/2025 | 28.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 30,000 CHF | 10,000 CHF | 100.00% | 100.00% |
24/04/2025 | 28.57% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 994,786 | 250,000 | 29,844 CHF | 10,000 CHF | 100.00% | 100.00% |
23/04/2025 | 27.25% | 0.04 CHF | 0.05 CHF | 250,000 | 250,000 | 970,312 | 250,000 | 30,815 CHF | 10,463 CHF | 91.68% | 91.68% |
22/04/2025 | 28.99% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 29,563 CHF | 9,891 CHF | 100.00% | 100.00% |
17/04/2025 | 24.81% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 35,344 CHF | 11,336 CHF | 99.86% | 99.86% |
16/04/2025 | 21.71% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 41,148 CHF | 12,787 CHF | 99.75% | 99.75% |
15/04/2025 | 21.03% | 0.05 CHF | 0.06 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 42,682 CHF | 13,171 CHF | 100.00% | 100.00% |