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% | 17.04 CHF | 17.05 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,228,540 CHF | 4,231,040 CHF | 99.76% | 99.76% |
14/04/2025 | 0.06% | 16.54 CHF | 16.55 CHF | 250,000 | 250,000 | 249,872 | 249,872 | 4,115,770 CHF | 4,118,270 CHF | 99.96% | 99.96% |
11/04/2025 | 0.06% | 15.30 CHF | 15.31 CHF | 188,000 | 188,000 | 195,916 | 195,916 | 3,021,490 CHF | 3,023,450 CHF | 98.25% | 98.25% |
10/04/2025 | 0.06% | 16.14 CHF | 16.15 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,062,010 CHF | 4,064,510 CHF | 99.18% | 99.18% |
09/04/2025 | 0.07% | 14.17 CHF | 14.18 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 3,544,380 CHF | 3,546,880 CHF | 96.77% | 96.77% |
08/04/2025 | 0.07% | 15.42 CHF | 15.43 CHF | 125,000 | 125,000 | 124,848 | 124,848 | 1,901,010 CHF | 1,902,330 CHF | 99.22% | 99.22% |
07/04/2025 | 0.12% | 14.78 CHF | 14.80 CHF | 125,000 | 125,000 | 147,083 | 147,083 | 2,084,240 CHF | 2,086,660 CHF | 94.06% | 94.06% |
04/04/2025 | 0.06% | 16.50 CHF | 16.51 CHF | 250,000 | 250,000 | 249,360 | 249,360 | 4,192,000 CHF | 4,194,500 CHF | 95.17% | 95.17% |
03/04/2025 | 0.05% | 18.45 CHF | 18.46 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,713,400 CHF | 4,715,900 CHF | 96.51% | 96.51% |
02/04/2025 | 0.05% | 19.74 CHF | 19.75 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,890,520 CHF | 4,893,020 CHF | 98.11% | 98.11% |