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 |
---|---|---|---|---|---|---|---|---|---|---|---|
30/04/2025 | 43.35% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 994,217 | 250,000 | 18,230 CHF | 7,086 CHF | 99.37% | 99.37% |
29/04/2025 | 37.82% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 994,094 | 250,000 | 21,519 CHF | 7,909 CHF | 99.37% | 99.37% |
28/04/2025 | 45.16% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 996,285 | 250,000 | 17,363 CHF | 6,855 CHF | 99.38% | 99.38% |
25/04/2025 | 40.00% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 20,000 CHF | 7,500 CHF | 99.01% | 99.01% |
24/04/2025 | 43.68% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 978,757 | 250,000 | 17,893 CHF | 7,061 CHF | 99.37% | 99.37% |
23/04/2025 | 46.52% | 0.02 CHF | 0.03 CHF | 250,000 | 250,000 | 946,672 | 250,000 | 15,939 CHF | 6,685 CHF | 92.59% | 92.59% |
22/04/2025 | 42.02% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,748 | 250,000 | 18,864 CHF | 7,247 CHF | 99.37% | 99.37% |
17/04/2025 | 46.52% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 993,587 | 250,000 | 16,645 CHF | 6,685 CHF | 99.37% | 99.37% |
16/04/2025 | 40.73% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 19,637 CHF | 7,409 CHF | 99.19% | 99.19% |
15/04/2025 | 69.57% | 0.02 CHF | 0.03 CHF | 1,000,000 | 250,000 | 991,982 | 250,000 | 14,171 CHF | 7,373 CHF | 99.25% | 99.25% |