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% | 18.70 CHF | 18.71 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,642,280 CHF | 4,644,780 CHF | 99.84% | 99.84% |
14/04/2025 | 0.06% | 18.20 CHF | 18.21 CHF | 250,000 | 250,000 | 249,890 | 249,890 | 4,532,660 CHF | 4,535,160 CHF | 99.91% | 99.91% |
11/04/2025 | 0.06% | 16.95 CHF | 16.96 CHF | 188,000 | 188,000 | 195,984 | 195,984 | 3,347,310 CHF | 3,349,270 CHF | 98.69% | 98.69% |
10/04/2025 | 0.06% | 17.80 CHF | 17.81 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,478,710 CHF | 4,481,210 CHF | 99.21% | 99.21% |
09/04/2025 | 0.06% | 15.83 CHF | 15.84 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 3,959,310 CHF | 3,961,810 CHF | 96.77% | 96.77% |
08/04/2025 | 0.06% | 17.09 CHF | 17.10 CHF | 125,000 | 125,000 | 124,836 | 124,836 | 2,109,600 CHF | 2,110,920 CHF | 98.91% | 98.91% |
07/04/2025 | 0.11% | 16.26 CHF | 16.28 CHF | 125,000 | 125,000 | 132,266 | 132,266 | 2,106,550 CHF | 2,108,820 CHF | 95.77% | 95.77% |
04/04/2025 | 0.05% | 18.18 CHF | 18.19 CHF | 250,000 | 250,000 | 249,387 | 249,387 | 4,611,000 CHF | 4,613,500 CHF | 94.87% | 94.87% |
03/04/2025 | 0.05% | 20.15 CHF | 20.16 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,138,820 CHF | 5,141,320 CHF | 96.47% | 96.47% |
02/04/2025 | 0.05% | 21.45 CHF | 21.46 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,316,710 CHF | 5,319,210 CHF | 98.09% | 98.09% |