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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/04/2025 | 0.05% | 20.56 CHF | 20.57 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,105,880 CHF | 5,108,380 CHF | 99.82% | 99.82% |
14/04/2025 | 0.05% | 20.06 CHF | 20.07 CHF | 250,000 | 250,000 | 249,890 | 249,890 | 4,999,530 CHF | 5,002,030 CHF | 99.93% | 99.93% |
11/04/2025 | 0.05% | 18.81 CHF | 18.82 CHF | 188,000 | 188,000 | 195,942 | 195,942 | 3,710,330 CHF | 3,712,290 CHF | 99.16% | 99.16% |
10/04/2025 | 0.05% | 19.66 CHF | 19.67 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,945,860 CHF | 4,948,360 CHF | 99.16% | 99.16% |
09/04/2025 | 0.06% | 17.69 CHF | 17.70 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,424,300 CHF | 4,426,800 CHF | 96.77% | 96.77% |
08/04/2025 | 0.06% | 18.97 CHF | 18.98 CHF | 125,000 | 125,000 | 124,833 | 124,833 | 2,343,610 CHF | 2,344,930 CHF | 98.77% | 98.77% |
07/04/2025 | 0.10% | 18.42 CHF | 18.44 CHF | 125,000 | 125,000 | 132,244 | 132,244 | 2,354,380 CHF | 2,356,660 CHF | 96.03% | 96.03% |
04/04/2025 | 0.05% | 20.07 CHF | 20.08 CHF | 250,000 | 250,000 | 249,384 | 249,384 | 5,080,180 CHF | 5,082,680 CHF | 94.83% | 94.83% |
03/04/2025 | 0.04% | 22.05 CHF | 22.06 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,615,450 CHF | 5,617,950 CHF | 96.69% | 96.69% |
02/04/2025 | 0.04% | 23.36 CHF | 23.37 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,794,270 CHF | 5,796,770 CHF | 98.13% | 98.13% |