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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/05/2025 | 0.42% | 2.38 CHF | 2.39 CHF | 34,000 | 34,000 | 34,000 | 34,000 | 80,665 CHF | 81,005 CHF | 100.00% | 100.00% |
13/05/2025 | 0.43% | 2.35 CHF | 2.36 CHF | 34,000 | 34,000 | 34,000 | 34,000 | 79,413 CHF | 79,753 CHF | 100.00% | 100.00% |
12/05/2025 | 0.44% | 2.32 CHF | 2.33 CHF | 34,000 | 34,000 | 34,162 | 34,162 | 78,280 CHF | 78,621 CHF | 99.98% | 99.98% |
09/05/2025 | 0.50% | 2.02 CHF | 2.03 CHF | 36,000 | 36,000 | 36,052 | 36,052 | 71,778 CHF | 72,138 CHF | 100.00% | 100.00% |
08/05/2025 | 0.50% | 2.00 CHF | 2.01 CHF | 36,000 | 36,000 | 36,000 | 36,000 | 72,440 CHF | 72,800 CHF | 100.00% | 100.00% |
07/05/2025 | 0.52% | 1.89 CHF | 1.90 CHF | 37,000 | 37,000 | 36,933 | 36,933 | 70,564 CHF | 70,933 CHF | 100.00% | 100.00% |
06/05/2025 | 0.52% | 1.98 CHF | 1.99 CHF | 36,000 | 36,000 | 36,755 | 36,755 | 70,501 CHF | 70,868 CHF | 99.99% | 99.99% |
05/05/2025 | 0.50% | 2.02 CHF | 2.03 CHF | 36,000 | 36,000 | 36,000 | 36,000 | 72,161 CHF | 72,521 CHF | 99.97% | 99.97% |
02/05/2025 | 0.52% | 1.97 CHF | 1.98 CHF | 36,000 | 36,000 | 36,699 | 36,699 | 70,841 CHF | 71,208 CHF | 100.00% | 100.00% |
30/04/2025 | 0.56% | 1.79 CHF | 1.80 CHF | 38,000 | 38,000 | 37,639 | 37,639 | 67,238 CHF | 67,615 CHF | 99.99% | 99.99% |