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% | 19.59 CHF | 19.60 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,883,080 CHF | 4,885,580 CHF | 99.99% | 99.99% |
11/04/2025 | 0.05% | 18.33 CHF | 18.34 CHF | 188,000 | 188,000 | 195,945 | 195,945 | 3,618,000 CHF | 3,619,960 CHF | 98.75% | 98.75% |
10/04/2025 | 0.05% | 19.19 CHF | 19.20 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,827,290 CHF | 4,829,790 CHF | 99.25% | 99.25% |
09/04/2025 | 0.06% | 17.22 CHF | 17.23 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,306,310 CHF | 4,308,810 CHF | 97.01% | 97.01% |
08/04/2025 | 0.06% | 18.49 CHF | 18.50 CHF | 125,000 | 125,000 | 124,872 | 124,872 | 2,284,960 CHF | 2,286,280 CHF | 99.14% | 99.14% |
07/04/2025 | 0.10% | 17.73 CHF | 17.75 CHF | 125,000 | 125,000 | 132,220 | 132,220 | 2,290,870 CHF | 2,293,140 CHF | 96.16% | 96.16% |
04/04/2025 | 0.05% | 19.59 CHF | 19.60 CHF | 250,000 | 250,000 | 249,256 | 249,256 | 4,958,160 CHF | 4,960,660 CHF | 95.23% | 95.23% |
03/04/2025 | 0.05% | 21.57 CHF | 21.58 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,494,390 CHF | 5,496,890 CHF | 96.67% | 96.67% |
02/04/2025 | 0.04% | 22.87 CHF | 22.88 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,672,970 CHF | 5,675,470 CHF | 98.16% | 98.16% |
01/04/2025 | 0.04% | 23.23 CHF | 23.24 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,732,330 CHF | 5,734,830 CHF | 97.02% | 97.02% |