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 | 0.06% | 18.53 CHF | 18.54 CHF | 65,000 | 65,000 | 29,632 | 29,632 | 547,941 CHF | 548,237 CHF | 99.91% | 99.91% |
14/05/2025 | 0.06% | 18.65 CHF | 18.66 CHF | 65,000 | 65,000 | 30,008 | 30,008 | 551,974 CHF | 552,275 CHF | 99.84% | 99.84% |
13/05/2025 | 0.06% | 17.93 CHF | 17.94 CHF | 70,000 | 70,000 | 31,903 | 31,903 | 550,611 CHF | 550,935 CHF | 99.99% | 99.99% |
12/05/2025 | 0.09% | 16.55 CHF | 16.56 CHF | 75,000 | 75,000 | 29,463 | 29,463 | 489,322 CHF | 489,695 CHF | 99.58% | 99.58% |
09/05/2025 | 0.10% | 15.52 CHF | 15.53 CHF | 80,000 | 80,000 | 30,305 | 30,305 | 473,838 CHF | 474,221 CHF | 99.93% | 99.93% |
08/05/2025 | 0.10% | 15.49 CHF | 15.50 CHF | 80,000 | 80,000 | 30,505 | 30,505 | 477,638 CHF | 478,024 CHF | 98.98% | 99.19% |
07/05/2025 | 0.10% | 14.78 CHF | 14.79 CHF | 80,000 | 80,000 | 31,655 | 31,655 | 471,168 CHF | 471,569 CHF | 100.00% | 100.00% |
06/05/2025 | 0.11% | 14.77 CHF | 14.78 CHF | 80,000 | 80,000 | 31,561 | 31,561 | 464,441 CHF | 464,842 CHF | 99.92% | 99.92% |
05/05/2025 | 0.10% | 14.91 CHF | 14.92 CHF | 80,000 | 80,000 | 31,641 | 31,641 | 470,249 CHF | 470,651 CHF | 100.00% | 100.00% |
02/05/2025 | 0.10% | 15.08 CHF | 15.09 CHF | 80,000 | 80,000 | 31,577 | 31,577 | 471,457 CHF | 471,858 CHF | 100.00% | 100.00% |