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 | 28.42% | 0.06 CHF | 0.07 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 27,686 CHF | 3,680 CHF | 95.66% | 95.66% |
29/04/2025 | 20.76% | 0.06 CHF | 0.07 CHF | 500,000 | 50,000 | 500,000 | 50,000 | 30,217 CHF | 3,729 CHF | 100.00% | 100.00% |
28/04/2025 | 25.96% | 0.06 CHF | 0.08 CHF | 500,000 | 50,000 | 500,000 | 45,042 | 32,406 CHF | 3,728 CHF | 100.00% | 100.00% |
25/04/2025 | 35.45% | 0.07 CHF | 0.11 CHF | 500,000 | 25,000 | 499,148 | 24,978 | 34,940 CHF | 2,502 CHF | 99.98% | 99.98% |
24/04/2025 | 34.16% | 0.06 CHF | 0.10 CHF | 500,000 | 25,000 | 500,000 | 38,658 | 27,431 CHF | 2,899 CHF | 97.30% | 97.30% |
23/04/2025 | 47.91% | 0.04 CHF | 0.10 CHF | 500,000 | 7,500 | 500,000 | 22,007 | 27,707 CHF | 1,948 CHF | 93.13% | 93.13% |
22/04/2025 | 27.19% | 0.06 CHF | 0.07 CHF | 500,000 | 50,000 | 500,000 | 42,509 | 28,242 CHF | 3,110 CHF | 100.00% | 100.00% |
17/04/2025 | 52.20% | 0.05 CHF | 0.08 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 20,849 CHF | 1,775 CHF | 98.65% | 98.65% |
16/04/2025 | 56.07% | 0.04 CHF | 0.07 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 20,070 CHF | 1,787 CHF | 96.74% | 96.74% |
15/04/2025 | 48.63% | 0.05 CHF | 0.08 CHF | 500,000 | 25,000 | 500,000 | 25,000 | 23,285 CHF | 1,906 CHF | 100.00% | 100.00% |