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 | 0.50% | 2.00 CHF | 2.01 CHF | 55,000 | 55,000 | 55,000 | 55,000 | 110,620 CHF | 111,170 CHF | 100.00% | 100.00% |
14/05/2025 | 0.50% | 2.01 CHF | 2.02 CHF | 55,000 | 55,000 | 55,000 | 55,000 | 109,201 CHF | 109,751 CHF | 100.00% | 100.00% |
13/05/2025 | 0.51% | 1.96 CHF | 1.97 CHF | 55,000 | 55,000 | 57,314 | 57,314 | 111,870 CHF | 112,443 CHF | 100.00% | 100.00% |
12/05/2025 | 0.51% | 1.97 CHF | 1.98 CHF | 55,000 | 55,000 | 55,647 | 55,647 | 109,282 CHF | 109,839 CHF | 99.97% | 99.97% |
09/05/2025 | 0.54% | 1.88 CHF | 1.89 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 111,643 CHF | 112,243 CHF | 100.00% | 100.00% |
08/05/2025 | 0.55% | 1.82 CHF | 1.83 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 108,790 CHF | 109,390 CHF | 100.00% | 100.00% |
07/05/2025 | 0.55% | 1.80 CHF | 1.81 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 108,511 CHF | 109,111 CHF | 100.00% | 100.00% |
06/05/2025 | 0.55% | 1.82 CHF | 1.83 CHF | 60,000 | 60,000 | 59,955 | 59,955 | 109,187 CHF | 109,787 CHF | 100.00% | 100.00% |
05/05/2025 | 0.54% | 1.87 CHF | 1.88 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 111,275 CHF | 111,875 CHF | 100.00% | 100.00% |
02/05/2025 | 0.54% | 1.90 CHF | 1.91 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 110,474 CHF | 111,074 CHF | 100.00% | 100.00% |