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 | 0.05% | 18.47 CHF | 18.48 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,584,840 CHF | 4,587,340 CHF | 99.81% | 99.81% |
14/04/2025 | 0.06% | 17.97 CHF | 17.98 CHF | 250,000 | 250,000 | 249,945 | 249,945 | 4,475,780 CHF | 4,478,280 CHF | 100.00% | 100.00% |
11/04/2025 | 0.06% | 16.72 CHF | 16.73 CHF | 188,000 | 188,000 | 195,995 | 195,995 | 3,302,430 CHF | 3,304,390 CHF | 98.35% | 98.35% |
10/04/2025 | 0.06% | 17.57 CHF | 17.58 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,420,980 CHF | 4,423,480 CHF | 99.39% | 99.39% |
09/04/2025 | 0.06% | 15.60 CHF | 15.61 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 3,901,910 CHF | 3,904,410 CHF | 96.22% | 96.22% |
08/04/2025 | 0.06% | 16.86 CHF | 16.87 CHF | 125,000 | 125,000 | 124,897 | 124,897 | 2,081,680 CHF | 2,083,010 CHF | 99.05% | 99.05% |
07/04/2025 | 0.11% | 16.22 CHF | 16.24 CHF | 125,000 | 125,000 | 132,341 | 132,341 | 2,076,360 CHF | 2,078,630 CHF | 93.95% | 93.95% |
04/04/2025 | 0.06% | 17.95 CHF | 17.96 CHF | 250,000 | 250,000 | 249,350 | 249,350 | 4,552,280 CHF | 4,554,780 CHF | 94.92% | 94.92% |
03/04/2025 | 0.05% | 19.91 CHF | 19.92 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,079,700 CHF | 5,082,200 CHF | 96.58% | 96.58% |
02/04/2025 | 0.05% | 21.21 CHF | 21.22 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,257,480 CHF | 5,259,980 CHF | 98.12% | 98.12% |