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 |
---|---|---|---|---|---|---|---|---|---|---|---|
19/05/2025 | 0.65% | 1.54 CHF | 1.55 CHF | 470,000 | 470,000 | 467,170 | 467,170 | 720,154 CHF | 724,826 CHF | 99.99% | 99.99% |
16/05/2025 | 0.67% | 1.53 CHF | 1.54 CHF | 470,000 | 470,000 | 458,480 | 458,480 | 686,793 CHF | 691,378 CHF | 99.62% | 99.62% |
15/05/2025 | 0.64% | 1.54 CHF | 1.55 CHF | 470,000 | 470,000 | 471,143 | 471,143 | 738,471 CHF | 743,182 CHF | 99.92% | 99.92% |
14/05/2025 | 0.67% | 1.61 CHF | 1.62 CHF | 480,000 | 480,000 | 452,763 | 452,763 | 672,169 CHF | 676,696 CHF | 98.32% | 98.32% |
13/05/2025 | 0.78% | 1.36 CHF | 1.37 CHF | 430,000 | 430,000 | 415,861 | 415,861 | 529,282 CHF | 533,440 CHF | 98.62% | 98.62% |
12/05/2025 | 0.70% | 1.43 CHF | 1.44 CHF | 440,000 | 440,000 | 440,689 | 440,689 | 626,875 CHF | 631,282 CHF | 100.00% | 100.00% |
09/05/2025 | 0.70% | 1.42 CHF | 1.43 CHF | 440,000 | 440,000 | 446,305 | 446,305 | 639,145 CHF | 643,608 CHF | 100.00% | 100.00% |
08/05/2025 | 0.67% | 1.48 CHF | 1.49 CHF | 460,000 | 460,000 | 460,702 | 460,702 | 688,173 CHF | 692,780 CHF | 99.26% | 99.26% |
07/05/2025 | 0.68% | 1.48 CHF | 1.49 CHF | 460,000 | 460,000 | 451,695 | 451,695 | 660,834 CHF | 665,351 CHF | 100.00% | 100.00% |
06/05/2025 | 0.69% | 1.43 CHF | 1.44 CHF | 450,000 | 450,000 | 448,206 | 448,206 | 645,496 CHF | 649,982 CHF | 100.00% | 100.00% |