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 | 70.77% | 0.02 CHF | 0.04 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 8,450 CHF | 1,727 CHF | 74.00% | 74.00% |
30/04/2025 | 73.28% | 0.01 CHF | 0.03 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 7,062 CHF | 1,470 CHF | 95.65% | 95.65% |
29/04/2025 | 63.82% | 0.02 CHF | 0.03 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 8,585 CHF | 1,628 CHF | 100.00% | 100.00% |
28/04/2025 | 66.95% | 0.02 CHF | 0.04 CHF | 500,000 | 50,000 | 500,000 | 45,798 | 10,520 CHF | 1,890 CHF | 96.36% | 96.36% |
25/04/2025 | 82.97% | 0.03 CHF | 0.06 CHF | 500,000 | 25,000 | 499,922 | 24,998 | 12,084 CHF | 1,445 CHF | 100.00% | 100.00% |
24/04/2025 | 102.32% | 0.02 CHF | 0.05 CHF | 500,000 | 25,000 | 500,000 | 38,657 | 5,983 CHF | 1,323 CHF | 97.31% | 97.31% |
23/04/2025 | 118.92% | 0.01 CHF | 0.06 CHF | 500,000 | 7,500 | 500,000 | 25,000 | 5,158 CHF | 1,008 CHF | 77.20% | 82.60% |
22/04/2025 | 68.86% | 0.01 CHF | 0.03 CHF | 500,000 | 50,000 | 500,000 | 44,023 | 7,993 CHF | 1,380 CHF | 95.27% | 100.00% |
17/04/2025 | 118.88% | 0.01 CHF | 0.04 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 5,000 CHF | 986 CHF | 88.95% | 98.66% |
16/04/2025 | 120.00% | 0.01 CHF | 0.04 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 5,000 CHF | 1,000 CHF | 63.81% | 96.78% |