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% | 19.17 CHF | 19.18 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,759,890 CHF | 4,762,390 CHF | 99.83% | 99.83% |
14/04/2025 | 0.05% | 18.68 CHF | 18.69 CHF | 250,000 | 250,000 | 249,936 | 249,936 | 4,651,910 CHF | 4,654,410 CHF | 99.88% | 99.88% |
11/04/2025 | 0.06% | 17.42 CHF | 17.43 CHF | 188,000 | 188,000 | 195,912 | 195,912 | 3,438,250 CHF | 3,440,200 CHF | 98.74% | 98.74% |
10/04/2025 | 0.05% | 18.27 CHF | 18.28 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,597,350 CHF | 4,599,850 CHF | 99.22% | 99.22% |
09/04/2025 | 0.06% | 16.30 CHF | 16.31 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,077,250 CHF | 4,079,750 CHF | 96.26% | 96.26% |
08/04/2025 | 0.06% | 17.57 CHF | 17.58 CHF | 125,000 | 125,000 | 124,904 | 124,904 | 2,170,140 CHF | 2,171,460 CHF | 98.93% | 98.93% |
07/04/2025 | 0.11% | 16.93 CHF | 16.95 CHF | 125,000 | 125,000 | 132,193 | 132,193 | 2,168,420 CHF | 2,170,700 CHF | 95.89% | 95.89% |
04/04/2025 | 0.05% | 18.66 CHF | 18.67 CHF | 250,000 | 250,000 | 249,269 | 249,269 | 4,728,320 CHF | 4,730,820 CHF | 94.43% | 94.43% |
03/04/2025 | 0.05% | 20.63 CHF | 20.64 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,259,670 CHF | 5,262,170 CHF | 96.65% | 96.65% |
02/04/2025 | 0.05% | 21.93 CHF | 21.94 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,437,850 CHF | 5,440,350 CHF | 98.09% | 98.09% |