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 | 0.06% | 17.76 CHF | 17.77 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,407,060 CHF | 4,409,560 CHF | 99.77% | 99.77% |
14/04/2025 | 0.06% | 17.26 CHF | 17.27 CHF | 250,000 | 250,000 | 249,936 | 249,936 | 4,296,620 CHF | 4,299,120 CHF | 99.91% | 99.91% |
11/04/2025 | 0.06% | 16.02 CHF | 16.03 CHF | 188,000 | 188,000 | 195,957 | 195,957 | 3,162,200 CHF | 3,164,160 CHF | 98.75% | 98.75% |
10/04/2025 | 0.06% | 16.85 CHF | 16.86 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,241,920 CHF | 4,244,420 CHF | 99.39% | 99.39% |
09/04/2025 | 0.07% | 14.89 CHF | 14.90 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 3,723,570 CHF | 3,726,070 CHF | 96.26% | 96.26% |
08/04/2025 | 0.07% | 16.14 CHF | 16.15 CHF | 125,000 | 125,000 | 124,905 | 124,905 | 1,991,980 CHF | 1,993,300 CHF | 98.98% | 98.98% |
07/04/2025 | 0.12% | 15.55 CHF | 15.57 CHF | 125,000 | 125,000 | 135,179 | 135,179 | 2,021,240 CHF | 2,023,540 CHF | 95.79% | 95.79% |
04/04/2025 | 0.06% | 17.24 CHF | 17.25 CHF | 250,000 | 250,000 | 249,348 | 249,348 | 4,372,650 CHF | 4,375,150 CHF | 94.91% | 94.91% |
03/04/2025 | 0.05% | 19.18 CHF | 19.19 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,896,950 CHF | 4,899,450 CHF | 96.68% | 96.68% |
02/04/2025 | 0.05% | 20.47 CHF | 20.48 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,074,450 CHF | 5,076,950 CHF | 98.16% | 98.16% |