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 | 8.88% | 0.20 CHF | 0.21 CHF | 250,000 | 50,000 | 273,179 | 50,000 | 50,613 CHF | 10,169 CHF | 74.00% | 74.00% |
30/04/2025 | 9.88% | 0.17 CHF | 0.19 CHF | 300,000 | 50,000 | 297,223 | 50,000 | 50,821 CHF | 9,465 CHF | 95.65% | 95.65% |
29/04/2025 | 8.43% | 0.18 CHF | 0.19 CHF | 280,000 | 50,000 | 283,072 | 50,000 | 50,800 CHF | 9,775 CHF | 100.00% | 100.00% |
28/04/2025 | 9.28% | 0.19 CHF | 0.20 CHF | 270,000 | 50,000 | 263,717 | 45,041 | 50,895 CHF | 9,462 CHF | 100.00% | 100.00% |
25/04/2025 | 15.39% | 0.20 CHF | 0.23 CHF | 250,000 | 25,000 | 260,723 | 24,975 | 50,632 CHF | 5,663 CHF | 99.99% | 99.99% |
24/04/2025 | 12.09% | 0.18 CHF | 0.21 CHF | 280,000 | 25,000 | 318,342 | 38,656 | 50,991 CHF | 6,840 CHF | 97.30% | 97.30% |
23/04/2025 | 18.34% | 0.15 CHF | 0.21 CHF | 338,800 | 7,500 | 310,402 | 22,924 | 51,081 CHF | 4,506 CHF | 87.59% | 87.59% |
22/04/2025 | 12.14% | 0.15 CHF | 0.17 CHF | 340,000 | 50,000 | 325,874 | 45,933 | 51,143 CHF | 8,141 CHF | 85.55% | 85.55% |
17/04/2025 | 19.33% | 0.14 CHF | 0.17 CHF | 360,000 | 25,000 | 359,658 | 25,000 | 50,423 CHF | 4,256 CHF | 98.66% | 98.66% |
16/04/2025 | 20.43% | 0.14 CHF | 0.17 CHF | 360,000 | 25,000 | 365,324 | 25,000 | 50,453 CHF | 4,241 CHF | 96.78% | 96.78% |