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 | 1.00% | 1.90 CHF | 1.91 CHF | 100,000 | 100,000 | 37,449 | 37,449 | 67,880 CHF | 68,411 CHF | 99.15% | 99.15% |
14/05/2025 | 1.07% | 1.81 CHF | 1.82 CHF | 100,000 | 100,000 | 37,437 | 37,437 | 65,099 CHF | 65,630 CHF | 99.21% | 99.21% |
13/05/2025 | 1.07% | 1.67 CHF | 1.68 CHF | 100,000 | 100,000 | 37,377 | 37,377 | 63,014 CHF | 63,544 CHF | 99.55% | 99.55% |
12/05/2025 | 1.06% | 1.57 CHF | 1.58 CHF | 200,000 | 200,000 | 75,704 | 75,704 | 121,765 CHF | 122,833 CHF | 96.57% | 96.57% |
09/05/2025 | 1.23% | 1.40 CHF | 1.41 CHF | 200,000 | 200,000 | 75,287 | 75,287 | 107,321 CHF | 108,385 CHF | 97.94% | 97.94% |
08/05/2025 | 1.28% | 1.37 CHF | 1.38 CHF | 200,000 | 200,000 | 72,111 | 72,111 | 100,938 CHF | 101,979 CHF | 96.91% | 96.91% |
07/05/2025 | 1.33% | 1.28 CHF | 1.29 CHF | 200,000 | 200,000 | 76,331 | 76,331 | 100,159 CHF | 101,231 CHF | 94.83% | 94.83% |
06/05/2025 | 1.37% | 1.37 CHF | 1.38 CHF | 200,000 | 200,000 | 74,842 | 74,842 | 98,097 CHF | 99,159 CHF | 99.28% | 99.28% |
05/05/2025 | 1.40% | 1.38 CHF | 1.39 CHF | 200,000 | 200,000 | 74,747 | 74,747 | 98,429 CHF | 99,490 CHF | 99.53% | 99.53% |
02/05/2025 | 1.49% | 1.36 CHF | 1.37 CHF | 200,000 | 200,000 | 75,820 | 75,820 | 97,171 CHF | 98,239 CHF | 96.55% | 96.55% |