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 | 0.36% | 2.83 CHF | 2.84 CHF | 340,000 | 340,000 | 138,062 | 138,062 | 391,270 CHF | 392,654 CHF | 100.00% | 100.00% |
14/05/2025 | 0.37% | 2.81 CHF | 2.82 CHF | 330,000 | 330,000 | 132,125 | 132,125 | 366,199 CHF | 367,522 CHF | 100.00% | 100.00% |
13/05/2025 | 0.37% | 2.73 CHF | 2.74 CHF | 310,000 | 310,000 | 128,948 | 128,948 | 355,637 CHF | 356,928 CHF | 100.00% | 100.00% |
12/05/2025 | 0.37% | 2.79 CHF | 2.80 CHF | 320,000 | 320,000 | 130,342 | 130,342 | 362,972 CHF | 364,277 CHF | 100.00% | 100.00% |
09/05/2025 | 0.36% | 2.84 CHF | 2.85 CHF | 340,000 | 340,000 | 139,139 | 139,139 | 393,346 CHF | 394,740 CHF | 99.99% | 99.99% |
08/05/2025 | 0.36% | 2.83 CHF | 2.84 CHF | 350,000 | 350,000 | 142,394 | 140,474 | 403,626 CHF | 399,619 CHF | 99.33% | 99.33% |
07/05/2025 | 0.35% | 2.88 CHF | 2.89 CHF | 370,000 | 370,000 | 148,527 | 148,527 | 428,848 CHF | 430,336 CHF | 100.00% | 100.00% |
06/05/2025 | 0.36% | 2.90 CHF | 2.91 CHF | 370,000 | 370,000 | 147,550 | 147,550 | 427,103 CHF | 428,587 CHF | 100.00% | 100.00% |
05/05/2025 | 0.36% | 2.86 CHF | 2.87 CHF | 360,000 | 360,000 | 146,655 | 146,655 | 419,372 CHF | 420,841 CHF | 100.00% | 100.00% |
02/05/2025 | 0.36% | 2.85 CHF | 2.86 CHF | 350,000 | 350,000 | 145,439 | 145,439 | 417,974 CHF | 419,434 CHF | 100.00% | 100.00% |