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 | 0.31% | 3.32 CHF | 3.33 CHF | 130,000 | 130,000 | 72,041 | 72,041 | 235,509 CHF | 236,230 CHF | 100.00% | 100.00% |
14/05/2025 | 0.32% | 3.29 CHF | 3.30 CHF | 130,000 | 130,000 | 73,162 | 73,162 | 235,430 CHF | 236,163 CHF | 99.99% | 99.99% |
13/05/2025 | 0.32% | 3.21 CHF | 3.22 CHF | 135,000 | 135,000 | 73,264 | 73,264 | 235,621 CHF | 236,355 CHF | 99.23% | 99.23% |
12/05/2025 | 0.32% | 3.15 CHF | 3.16 CHF | 135,000 | 135,000 | 73,206 | 73,206 | 233,353 CHF | 234,087 CHF | 100.00% | 100.00% |
09/05/2025 | 0.34% | 3.00 CHF | 3.01 CHF | 140,000 | 140,000 | 74,804 | 74,804 | 226,195 CHF | 226,945 CHF | 99.99% | 99.99% |
08/05/2025 | 0.34% | 3.00 CHF | 3.01 CHF | 140,000 | 140,000 | 76,879 | 76,879 | 229,731 CHF | 230,501 CHF | 99.14% | 99.14% |
07/05/2025 | 0.35% | 2.89 CHF | 2.90 CHF | 140,000 | 140,000 | 76,861 | 76,861 | 224,815 CHF | 225,585 CHF | 100.00% | 100.00% |
06/05/2025 | 0.35% | 2.96 CHF | 2.97 CHF | 140,000 | 140,000 | 76,674 | 76,674 | 223,865 CHF | 224,634 CHF | 99.80% | 100.00% |
05/05/2025 | 0.35% | 2.96 CHF | 2.97 CHF | 140,000 | 140,000 | 76,813 | 76,813 | 223,834 CHF | 224,603 CHF | 100.00% | 100.00% |
02/05/2025 | 0.36% | 2.96 CHF | 2.97 CHF | 140,000 | 140,000 | 77,100 | 77,100 | 221,681 CHF | 222,453 CHF | 100.00% | 100.00% |