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% | 19.13 CHF | 19.14 CHF | 250,000 | 250,000 | 249,888 | 249,888 | 4,765,260 CHF | 4,767,760 CHF | 99.95% | 99.95% |
11/04/2025 | 0.06% | 17.88 CHF | 17.89 CHF | 188,000 | 188,000 | 195,931 | 195,931 | 3,527,540 CHF | 3,529,500 CHF | 99.02% | 99.02% |
10/04/2025 | 0.05% | 18.72 CHF | 18.73 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,711,550 CHF | 4,714,050 CHF | 99.18% | 99.18% |
09/04/2025 | 0.06% | 16.76 CHF | 16.77 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,190,870 CHF | 4,193,370 CHF | 96.83% | 96.83% |
08/04/2025 | 0.06% | 18.03 CHF | 18.04 CHF | 125,000 | 125,000 | 124,847 | 124,847 | 2,226,450 CHF | 2,227,780 CHF | 98.93% | 98.93% |
07/04/2025 | 0.10% | 17.21 CHF | 17.23 CHF | 125,000 | 125,000 | 132,254 | 132,254 | 2,229,760 CHF | 2,232,030 CHF | 95.74% | 95.74% |
04/04/2025 | 0.05% | 19.12 CHF | 19.13 CHF | 250,000 | 250,000 | 249,366 | 249,366 | 4,844,390 CHF | 4,846,890 CHF | 94.78% | 94.78% |
03/04/2025 | 0.05% | 21.10 CHF | 21.11 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,376,260 CHF | 5,378,760 CHF | 96.60% | 96.60% |
02/04/2025 | 0.04% | 22.40 CHF | 22.41 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,554,670 CHF | 5,557,170 CHF | 98.17% | 98.17% |
01/04/2025 | 0.04% | 22.76 CHF | 22.77 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,614,270 CHF | 5,616,770 CHF | 97.04% | 97.04% |