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 | 0.14% | 7.54 CHF | 7.55 CHF | 130,000 | 130,000 | 58,707 | 58,707 | 441,357 CHF | 441,945 CHF | 100.00% | 100.00% |
14/05/2025 | 0.14% | 7.59 CHF | 7.60 CHF | 130,000 | 130,000 | 59,820 | 59,820 | 446,827 CHF | 447,426 CHF | 99.96% | 99.96% |
13/05/2025 | 0.15% | 7.23 CHF | 7.24 CHF | 140,000 | 140,000 | 63,449 | 63,449 | 437,318 CHF | 437,953 CHF | 100.00% | 100.00% |
12/05/2025 | 0.15% | 6.53 CHF | 6.54 CHF | 150,000 | 150,000 | 59,010 | 59,010 | 387,195 CHF | 387,786 CHF | 99.99% | 99.99% |
09/05/2025 | 0.17% | 6.05 CHF | 6.06 CHF | 160,000 | 160,000 | 60,378 | 60,378 | 368,459 CHF | 369,063 CHF | 99.91% | 99.91% |
08/05/2025 | 0.17% | 6.04 CHF | 6.05 CHF | 160,000 | 160,000 | 60,788 | 60,788 | 372,152 CHF | 372,761 CHF | 99.27% | 99.27% |
07/05/2025 | 0.18% | 5.69 CHF | 5.70 CHF | 160,000 | 160,000 | 63,248 | 63,248 | 363,161 CHF | 363,795 CHF | 100.00% | 100.00% |
06/05/2025 | 0.18% | 5.68 CHF | 5.69 CHF | 160,000 | 160,000 | 63,167 | 63,167 | 357,127 CHF | 357,761 CHF | 99.94% | 99.94% |
05/05/2025 | 0.18% | 5.76 CHF | 5.77 CHF | 160,000 | 160,000 | 63,255 | 63,255 | 362,460 CHF | 363,094 CHF | 99.99% | 99.99% |
02/05/2025 | 0.18% | 5.84 CHF | 5.85 CHF | 160,000 | 160,000 | 63,212 | 63,212 | 364,262 CHF | 364,896 CHF | 99.99% | 99.99% |