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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/04/2025 | 0.06% | 16.78 CHF | 16.79 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,176,630 CHF | 4,179,130 CHF | 99.97% | 99.97% |
11/04/2025 | 0.06% | 15.53 CHF | 15.54 CHF | 188,000 | 188,000 | 195,955 | 195,955 | 3,067,890 CHF | 3,069,850 CHF | 98.74% | 98.74% |
10/04/2025 | 0.06% | 16.37 CHF | 16.38 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,120,860 CHF | 4,123,360 CHF | 99.22% | 99.22% |
09/04/2025 | 0.07% | 14.40 CHF | 14.41 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 3,603,130 CHF | 3,605,630 CHF | 96.85% | 96.85% |
08/04/2025 | 0.07% | 15.66 CHF | 15.67 CHF | 125,000 | 125,000 | 124,874 | 124,874 | 1,930,820 CHF | 1,932,140 CHF | 99.09% | 99.09% |
07/04/2025 | 0.12% | 15.07 CHF | 15.09 CHF | 125,000 | 125,000 | 146,662 | 146,662 | 2,113,080 CHF | 2,115,500 CHF | 96.09% | 96.09% |
04/04/2025 | 0.06% | 16.74 CHF | 16.75 CHF | 250,000 | 250,000 | 249,253 | 249,253 | 4,249,500 CHF | 4,252,000 CHF | 95.05% | 95.05% |
03/04/2025 | 0.05% | 18.69 CHF | 18.70 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,773,410 CHF | 4,775,910 CHF | 96.51% | 96.51% |
02/04/2025 | 0.05% | 19.98 CHF | 19.99 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 4,950,640 CHF | 4,953,140 CHF | 98.17% | 98.17% |
01/04/2025 | 0.05% | 20.35 CHF | 20.36 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 5,011,470 CHF | 5,013,970 CHF | 97.00% | 97.00% |