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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/04/2025 | 33.01% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 993,535 | 250,000 | 25,181 CHF | 8,836 CHF | 99.37% | 99.37% |
16/04/2025 | 32.32% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 26,068 CHF | 9,017 CHF | 99.19% | 99.19% |
15/04/2025 | 50.80% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 991,964 | 250,000 | 22,219 CHF | 9,405 CHF | 99.24% | 99.24% |
14/04/2025 | 66.67% | 0.02 CHF | 0.04 CHF | 1,000,000 | 250,000 | 995,240 | 250,000 | 19,905 CHF | 10,000 CHF | 99.37% | 99.37% |
11/04/2025 | 62.46% | 0.03 CHF | 0.05 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 22,211 CHF | 10,553 CHF | 98.65% | 98.65% |
10/04/2025 | 81.21% | 0.02 CHF | 0.04 CHF | 1,000,000 | 250,000 | 805,051 | 201,393 | 12,439 CHF | 7,302 CHF | 82.12% | 82.12% |
09/04/2025 | 58.44% | 0.03 CHF | 0.05 CHF | 250,000 | 63,000 | 250,000 | 63,000 | 6,088 CHF | 2,794 CHF | 92.60% | 92.60% |
08/04/2025 | 45.87% | 0.02 CHF | 0.03 CHF | 500,000 | 125,000 | 480,127 | 125,000 | 10,836 CHF | 4,516 CHF | 97.59% | 97.59% |
07/04/2025 | 91.99% | 0.03 CHF | 0.07 CHF | 500,000 | 125,000 | 371,169 | 93,418 | 8,528 CHF | 5,887 CHF | 87.23% | 87.23% |
04/04/2025 | 25.73% | 0.04 CHF | 0.05 CHF | 500,000 | 125,000 | 491,821 | 125,000 | 16,756 CHF | 5,499 CHF | 94.78% | 94.78% |