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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/04/2025 | 0.05% | 19.88 CHF | 19.89 CHF | 250,000 | 250,000 | 249,945 | 249,945 | 4,954,580 CHF | 4,957,080 CHF | 99.97% | 99.97% |
11/04/2025 | 0.05% | 18.62 CHF | 18.63 CHF | 188,000 | 188,000 | 196,019 | 196,019 | 3,676,080 CHF | 3,678,040 CHF | 98.39% | 98.39% |
10/04/2025 | 0.05% | 19.47 CHF | 19.48 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,899,850 CHF | 4,902,350 CHF | 99.40% | 99.40% |
09/04/2025 | 0.06% | 17.51 CHF | 17.52 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,378,580 CHF | 4,381,080 CHF | 96.33% | 96.33% |
08/04/2025 | 0.06% | 18.78 CHF | 18.79 CHF | 125,000 | 125,000 | 124,904 | 124,904 | 2,321,920 CHF | 2,323,250 CHF | 99.25% | 99.25% |
07/04/2025 | 0.10% | 18.20 CHF | 18.22 CHF | 125,000 | 125,000 | 132,271 | 132,271 | 2,329,460 CHF | 2,331,730 CHF | 93.86% | 93.86% |
04/04/2025 | 0.05% | 19.88 CHF | 19.89 CHF | 250,000 | 250,000 | 249,352 | 249,352 | 5,032,990 CHF | 5,035,490 CHF | 95.09% | 95.09% |
03/04/2025 | 0.04% | 21.86 CHF | 21.87 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,568,440 CHF | 5,570,940 CHF | 96.66% | 96.66% |
02/04/2025 | 0.04% | 23.17 CHF | 23.18 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,747,130 CHF | 5,749,630 CHF | 98.16% | 98.16% |
01/04/2025 | 0.04% | 23.53 CHF | 23.54 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,806,350 CHF | 5,808,850 CHF | 97.07% | 97.07% |