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 | 0.20% | 5.24 CHF | 5.25 CHF | 250,000 | 250,000 | 159,382 | 159,382 | 813,177 CHF | 814,770 CHF | 99.29% | 99.29% |
14/04/2025 | 0.20% | 5.04 CHF | 5.05 CHF | 150,000 | 150,000 | 149,999 | 149,997 | 738,674 CHF | 740,160 CHF | 99.92% | 99.92% |
11/04/2025 | 0.23% | 4.43 CHF | 4.44 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 657,042 CHF | 658,542 CHF | 93.55% | 93.55% |
10/04/2025 | 0.21% | 4.52 CHF | 4.53 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 701,502 CHF | 703,002 CHF | 89.95% | 89.95% |
09/04/2025 | 0.27% | 3.67 CHF | 3.68 CHF | 150,000 | 150,000 | 267,131 | 267,131 | 983,556 CHF | 986,227 CHF | 80.25% | 80.25% |
08/04/2025 | 0.22% | 4.75 CHF | 4.76 CHF | 300,000 | 300,000 | 299,774 | 299,774 | 1,374,150 CHF | 1,377,150 CHF | 91.67% | 91.67% |
07/04/2025 | 0.25% | 4.24 CHF | 4.25 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 1,210,700 CHF | 1,213,700 CHF | 68.06% | 68.06% |
04/04/2025 | 0.18% | 5.27 CHF | 5.28 CHF | 300,000 | 300,000 | 299,234 | 299,234 | 1,684,650 CHF | 1,687,650 CHF | 90.95% | 90.95% |
03/04/2025 | 0.15% | 6.52 CHF | 6.53 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 1,990,190 CHF | 1,993,190 CHF | 97.95% | 97.95% |
02/04/2025 | 0.14% | 7.09 CHF | 7.10 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 2,137,640 CHF | 2,140,640 CHF | 99.88% | 99.88% |