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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15/05/2025 | 0.59% | 1.67 CHF | 1.68 CHF | 200,000 | 200,000 | 97,085 | 97,085 | 165,400 CHF | 166,372 CHF | 99.57% | 99.57% |
14/05/2025 | 0.60% | 1.80 CHF | 1.81 CHF | 200,000 | 200,000 | 94,367 | 94,367 | 164,068 CHF | 165,013 CHF | 99.50% | 99.50% |
13/05/2025 | 0.72% | 1.52 CHF | 1.53 CHF | 220,000 | 220,000 | 105,634 | 105,634 | 150,850 CHF | 151,908 CHF | 98.76% | 98.76% |
12/05/2025 | 0.71% | 1.36 CHF | 1.37 CHF | 220,000 | 220,000 | 105,021 | 105,021 | 148,029 CHF | 149,080 CHF | 99.73% | 99.73% |
09/05/2025 | 0.90% | 1.14 CHF | 1.15 CHF | 240,000 | 240,000 | 116,720 | 116,720 | 130,968 CHF | 132,137 CHF | 99.95% | 99.95% |
08/05/2025 | 0.92% | 1.14 CHF | 1.15 CHF | 240,000 | 240,000 | 116,788 | 116,788 | 131,720 CHF | 132,891 CHF | 99.38% | 99.38% |
07/05/2025 | 1.02% | 0.96 CHF | 0.97 CHF | 240,000 | 240,000 | 83,993 | 83,993 | 84,196 CHF | 85,043 CHF | 99.91% | 99.91% |
06/05/2025 | 1.01% | 0.96 CHF | 0.97 CHF | 240,000 | 240,000 | 116,593 | 116,593 | 115,404 CHF | 116,575 CHF | 99.92% | 99.92% |
05/05/2025 | 1.06% | 1.05 CHF | 1.06 CHF | 240,000 | 240,000 | 116,350 | 116,350 | 115,233 CHF | 116,402 CHF | 100.00% | 100.00% |
02/05/2025 | 1.09% | 0.97 CHF | 0.98 CHF | 240,000 | 240,000 | 116,821 | 116,821 | 110,294 CHF | 111,466 CHF | 99.98% | 99.98% |