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% | 18.45 CHF | 18.46 CHF | 250,000 | 250,000 | 249,872 | 249,872 | 4,594,060 CHF | 4,596,560 CHF | 100.00% | 100.00% |
11/04/2025 | 0.06% | 17.20 CHF | 17.21 CHF | 188,000 | 188,000 | 195,993 | 195,993 | 3,395,620 CHF | 3,397,580 CHF | 98.27% | 98.27% |
10/04/2025 | 0.06% | 18.04 CHF | 18.05 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,540,510 CHF | 4,543,010 CHF | 99.07% | 99.07% |
09/04/2025 | 0.06% | 16.08 CHF | 16.09 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,020,850 CHF | 4,023,350 CHF | 96.76% | 96.76% |
08/04/2025 | 0.06% | 17.34 CHF | 17.35 CHF | 125,000 | 125,000 | 124,848 | 124,848 | 2,140,740 CHF | 2,142,070 CHF | 98.97% | 98.97% |
07/04/2025 | 0.11% | 16.79 CHF | 16.81 CHF | 125,000 | 125,000 | 132,387 | 132,387 | 2,140,980 CHF | 2,143,250 CHF | 93.94% | 93.94% |
04/04/2025 | 0.05% | 18.43 CHF | 18.44 CHF | 250,000 | 250,000 | 249,395 | 249,395 | 4,673,510 CHF | 4,676,010 CHF | 94.72% | 94.72% |
03/04/2025 | 0.05% | 20.40 CHF | 20.41 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,201,730 CHF | 5,204,230 CHF | 96.74% | 96.74% |
02/04/2025 | 0.05% | 21.70 CHF | 21.71 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,379,820 CHF | 5,382,320 CHF | 98.16% | 98.16% |
01/04/2025 | 0.05% | 22.06 CHF | 22.07 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,439,760 CHF | 5,442,260 CHF | 97.14% | 97.14% |