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% | 21.12 CHF | 21.13 CHF | 250,000 | 250,000 | 249,890 | 249,890 | 5,264,380 CHF | 5,266,880 CHF | 99.92% | 99.92% |
11/04/2025 | 0.05% | 19.86 CHF | 19.87 CHF | 188,000 | 188,000 | 195,933 | 195,933 | 3,916,670 CHF | 3,918,630 CHF | 98.52% | 98.52% |
10/04/2025 | 0.05% | 20.71 CHF | 20.72 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,210,770 CHF | 5,213,270 CHF | 99.15% | 99.15% |
09/04/2025 | 0.05% | 18.75 CHF | 18.76 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,687,990 CHF | 4,690,490 CHF | 96.74% | 96.74% |
08/04/2025 | 0.05% | 20.03 CHF | 20.04 CHF | 125,000 | 125,000 | 124,833 | 124,833 | 2,476,320 CHF | 2,477,640 CHF | 98.78% | 98.78% |
07/04/2025 | 0.09% | 19.22 CHF | 19.24 CHF | 125,000 | 125,000 | 132,251 | 132,251 | 2,495,200 CHF | 2,497,470 CHF | 95.94% | 95.94% |
04/04/2025 | 0.05% | 21.14 CHF | 21.15 CHF | 250,000 | 250,000 | 249,292 | 249,292 | 5,344,190 CHF | 5,346,690 CHF | 94.70% | 94.70% |
03/04/2025 | 0.04% | 23.13 CHF | 23.14 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,885,870 CHF | 5,888,370 CHF | 96.49% | 96.49% |
02/04/2025 | 0.04% | 24.45 CHF | 24.46 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,065,210 CHF | 6,067,710 CHF | 98.07% | 98.07% |
01/04/2025 | 0.04% | 24.80 CHF | 24.81 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 6,123,770 CHF | 6,126,270 CHF | 97.09% | 97.09% |