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 | 17.64% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 958,075 | 465,274 | 49,614 CHF | 28,876 CHF | 99.37% | 99.37% |
29/04/2025 | 16.77% | 0.06 CHF | 0.07 CHF | 925,000 | 475,000 | 920,369 | 472,194 | 50,327 CHF | 30,540 CHF | 99.37% | 99.37% |
28/04/2025 | 15.69% | 0.06 CHF | 0.07 CHF | 850,000 | 425,000 | 864,392 | 435,248 | 50,797 CHF | 29,922 CHF | 99.38% | 99.38% |
25/04/2025 | 18.37% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 1,000,000 | 475,375 | 49,478 CHF | 28,355 CHF | 99.01% | 99.01% |
24/04/2025 | 20.47% | 0.05 CHF | 0.06 CHF | 1,000,000 | 500,000 | 978,736 | 267,593 | 43,129 CHF | 14,537 CHF | 99.37% | 99.37% |
23/04/2025 | 22.74% | 0.04 CHF | 0.05 CHF | 250,000 | 250,000 | 946,653 | 250,000 | 36,992 CHF | 12,281 CHF | 92.61% | 92.61% |
22/04/2025 | 25.67% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 993,713 | 250,000 | 33,844 CHF | 11,016 CHF | 99.38% | 99.38% |
17/04/2025 | 28.34% | 0.04 CHF | 0.05 CHF | 1,000,000 | 250,000 | 993,534 | 250,000 | 30,131 CHF | 10,081 CHF | 99.37% | 99.37% |
16/04/2025 | 28.58% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 1,000,000 | 250,000 | 30,011 CHF | 10,003 CHF | 99.19% | 99.19% |
15/04/2025 | 43.66% | 0.03 CHF | 0.04 CHF | 1,000,000 | 250,000 | 991,958 | 250,000 | 27,085 CHF | 10,628 CHF | 99.24% | 99.24% |