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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16/04/2025 | 16.61% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 920,260 | 471,084 | 50,809 CHF | 30,719 CHF | 99.20% | 99.20% |
15/04/2025 | 23.75% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 896,359 | 456,947 | 50,546 CHF | 32,796 CHF | 99.25% | 99.25% |
14/04/2025 | 31.71% | 0.06 CHF | 0.08 CHF | 925,000 | 475,000 | 948,708 | 482,897 | 50,384 CHF | 35,315 CHF | 99.38% | 99.38% |
11/04/2025 | 34.75% | 0.06 CHF | 0.08 CHF | 1,000,000 | 500,000 | 1,000,000 | 398,374 | 47,770 CHF | 27,301 CHF | 98.68% | 98.68% |
10/04/2025 | 41.50% | 0.04 CHF | 0.06 CHF | 1,000,000 | 250,000 | 805,743 | 221,034 | 33,451 CHF | 13,992 CHF | 82.13% | 82.13% |
09/04/2025 | 32.13% | 0.06 CHF | 0.08 CHF | 250,000 | 125,000 | 233,942 | 113,735 | 12,235 CHF | 8,263 CHF | 91.59% | 91.59% |
08/04/2025 | 18.54% | 0.06 CHF | 0.07 CHF | 425,000 | 213,000 | 395,451 | 205,859 | 25,251 CHF | 16,018 CHF | 97.53% | 97.53% |
07/04/2025 | 42.67% | 0.10 CHF | 0.14 CHF | 363,000 | 188,000 | 251,665 | 130,998 | 18,621 CHF | 14,932 CHF | 87.22% | 87.22% |
04/04/2025 | 12.47% | 0.08 CHF | 0.09 CHF | 313,000 | 163,000 | 321,538 | 168,155 | 24,252 CHF | 14,349 CHF | 94.77% | 94.77% |
03/04/2025 | 10.96% | 0.09 CHF | 0.10 CHF | 300,000 | 150,000 | 295,804 | 152,944 | 25,514 CHF | 14,724 CHF | 99.23% | 99.23% |