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 |
---|---|---|---|---|---|---|---|---|---|---|---|
01/04/2025 | 66.67% | 0.01 CHF | 0.01 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 1,500 CHF | 1,000 CHF | 2.57% | 98.91% |
31/03/2025 | 66.67% | 0.01 CHF | 0.02 CHF | 150,000 | 50,000 | 149,897 | 50,000 | 1,499 CHF | 1,000 CHF | 0.77% | 97.83% |
28/03/2025 | - | - CHF | 0.01 CHF | 0 | 50,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.55% |
27/03/2025 | - | - CHF | 0.01 CHF | 0 | 50,000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
26/03/2025 | 66.67% | 0.01 CHF | 0.02 CHF | 150,000 | 50,000 | 144,717 | 48,679 | 1,447 CHF | 974 CHF | 10.76% | 90.13% |
25/03/2025 | 66.67% | 0.01 CHF | 0.02 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 1,500 CHF | 1,000 CHF | 85.41% | 85.41% |
24/03/2025 | 66.11% | 0.01 CHF | 0.02 CHF | 150,000 | 50,000 | 150,000 | 50,000 | 1,531 CHF | 1,010 CHF | 99.69% | 99.69% |
21/03/2025 | 59.12% | 0.01 CHF | 0.02 CHF | 150,000 | 50,000 | 189,046 | 49,884 | 2,701 CHF | 1,138 CHF | 89.73% | 99.69% |
20/03/2025 | 39.79% | 0.02 CHF | 0.03 CHF | 500,000 | 50,000 | 500,000 | 49,430 | 10,090 CHF | 1,492 CHF | 85.23% | 85.23% |
19/03/2025 | 30.48% | 0.03 CHF | 0.04 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 14,166 CHF | 1,917 CHF | 100.00% | 100.00% |