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 | 0.15% | 6.54 CHF | 6.55 CHF | 250,000 | 250,000 | 249,868 | 249,868 | 1,623,530 CHF | 1,626,030 CHF | 99.93% | 99.93% |
11/04/2025 | 0.17% | 5.79 CHF | 5.80 CHF | 240,000 | 240,000 | 254,469 | 254,469 | 1,476,680 CHF | 1,479,220 CHF | 99.12% | 99.12% |
10/04/2025 | 0.18% | 6.29 CHF | 6.30 CHF | 180,000 | 180,000 | 176,840 | 176,840 | 1,120,860 CHF | 1,122,690 CHF | 99.14% | 99.14% |
09/04/2025 | 0.28% | 4.98 CHF | 4.99 CHF | 170,000 | 170,000 | 157,359 | 157,359 | 773,961 CHF | 775,626 CHF | 95.65% | 95.65% |
08/04/2025 | 0.18% | 5.63 CHF | 5.64 CHF | 180,000 | 180,000 | 179,268 | 179,268 | 982,771 CHF | 984,571 CHF | 99.12% | 99.12% |
07/04/2025 | 0.78% | 5.30 CHF | 5.35 CHF | 16,000 | 16,000 | 128,237 | 128,237 | 637,943 CHF | 641,085 CHF | 91.90% | 91.90% |
04/04/2025 | 0.34% | 6.48 CHF | 6.50 CHF | 580,000 | 580,000 | 485,789 | 485,789 | 3,312,550 CHF | 3,320,720 CHF | 93.65% | 93.65% |
03/04/2025 | 0.16% | 7.96 CHF | 7.97 CHF | 560,000 | 560,000 | 534,827 | 534,827 | 4,412,310 CHF | 4,417,830 CHF | 93.69% | 93.69% |
02/04/2025 | 0.11% | 8.98 CHF | 8.99 CHF | 550,000 | 550,000 | 550,000 | 550,000 | 4,870,760 CHF | 4,876,260 CHF | 98.07% | 98.07% |
01/04/2025 | 0.11% | 9.35 CHF | 9.36 CHF | 560,000 | 560,000 | 560,000 | 560,000 | 5,085,690 CHF | 5,091,290 CHF | 97.07% | 97.07% |