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 | 0.74% | 1.35 CHF | 1.36 CHF | 470,000 | 470,000 | 467,166 | 467,166 | 632,797 CHF | 637,469 CHF | 100.00% | 100.00% |
16/05/2025 | 0.76% | 1.35 CHF | 1.36 CHF | 470,000 | 470,000 | 458,502 | 458,502 | 601,759 CHF | 606,344 CHF | 99.64% | 99.64% |
15/05/2025 | 0.72% | 1.36 CHF | 1.37 CHF | 470,000 | 470,000 | 471,133 | 471,133 | 650,376 CHF | 655,087 CHF | 99.84% | 99.84% |
14/05/2025 | 0.77% | 1.42 CHF | 1.43 CHF | 480,000 | 480,000 | 452,772 | 452,772 | 588,086 CHF | 592,614 CHF | 98.32% | 98.32% |
13/05/2025 | 0.92% | 1.17 CHF | 1.18 CHF | 430,000 | 430,000 | 416,255 | 416,255 | 453,652 CHF | 457,815 CHF | 95.83% | 95.83% |
12/05/2025 | 0.81% | 1.24 CHF | 1.25 CHF | 440,000 | 440,000 | 440,712 | 440,712 | 544,810 CHF | 549,217 CHF | 100.00% | 100.00% |
09/05/2025 | 0.80% | 1.24 CHF | 1.25 CHF | 440,000 | 440,000 | 446,305 | 446,305 | 556,561 CHF | 561,024 CHF | 99.99% | 99.99% |
08/05/2025 | 0.76% | 1.29 CHF | 1.30 CHF | 460,000 | 460,000 | 460,696 | 460,696 | 603,340 CHF | 607,947 CHF | 99.25% | 99.25% |
07/05/2025 | 0.78% | 1.29 CHF | 1.30 CHF | 460,000 | 460,000 | 451,697 | 451,697 | 576,318 CHF | 580,835 CHF | 100.00% | 100.00% |
06/05/2025 | 0.80% | 1.24 CHF | 1.25 CHF | 450,000 | 450,000 | 448,319 | 448,319 | 562,563 CHF | 567,049 CHF | 100.00% | 100.00% |