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 | 0.09% | 11.52 CHF | 11.53 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,145,100 CHF | 1,146,100 CHF | 99.25% | 99.25% |
14/04/2025 | 0.11% | 11.28 CHF | 11.29 CHF | 100,000 | 100,000 | 91,364 | 91,364 | 1,028,750 CHF | 1,029,710 CHF | 99.94% | 99.94% |
11/04/2025 | 0.28% | 10.62 CHF | 10.65 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 213,774 CHF | 214,374 CHF | 98.05% | 98.05% |
10/04/2025 | 0.27% | 11.06 CHF | 11.09 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 222,536 CHF | 223,136 CHF | 85.35% | 85.35% |
09/04/2025 | 0.19% | 10.09 CHF | 10.10 CHF | 100,000 | 100,000 | 62,248 | 62,248 | 625,475 CHF | 626,286 CHF | 93.38% | 93.38% |
08/04/2025 | 0.28% | 10.73 CHF | 10.76 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 212,608 CHF | 213,208 CHF | 95.87% | 95.87% |
07/04/2025 | 0.29% | 10.69 CHF | 10.72 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 203,267 CHF | 203,867 CHF | 84.98% | 84.98% |
04/04/2025 | 0.14% | 11.29 CHF | 11.32 CHF | 20,000 | 20,000 | 74,440 | 74,440 | 858,558 CHF | 859,430 CHF | 89.26% | 89.26% |
03/04/2025 | 0.08% | 12.31 CHF | 12.32 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,251,650 CHF | 1,252,650 CHF | 98.89% | 98.89% |
02/04/2025 | 0.08% | 12.96 CHF | 12.97 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 1,287,250 CHF | 1,288,250 CHF | 99.33% | 99.33% |