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% | 2.79 CHF | 2.80 CHF | 340,000 | 340,000 | 138,042 | 138,042 | 385,218 CHF | 386,601 CHF | 100.00% | 100.00% |
14/05/2025 | 0.38% | 2.77 CHF | 2.78 CHF | 330,000 | 330,000 | 132,111 | 132,111 | 360,307 CHF | 361,630 CHF | 100.00% | 100.00% |
13/05/2025 | 0.37% | 2.69 CHF | 2.70 CHF | 310,000 | 310,000 | 129,076 | 129,076 | 350,310 CHF | 351,603 CHF | 100.00% | 100.00% |
12/05/2025 | 0.37% | 2.75 CHF | 2.76 CHF | 320,000 | 320,000 | 130,256 | 130,256 | 356,982 CHF | 358,287 CHF | 99.99% | 99.99% |
09/05/2025 | 0.37% | 2.79 CHF | 2.80 CHF | 340,000 | 340,000 | 139,151 | 139,151 | 387,406 CHF | 388,800 CHF | 100.00% | 100.00% |
08/05/2025 | 0.37% | 2.79 CHF | 2.80 CHF | 350,000 | 350,000 | 142,401 | 140,479 | 397,659 CHF | 393,726 CHF | 99.33% | 99.33% |
07/05/2025 | 0.36% | 2.84 CHF | 2.85 CHF | 370,000 | 370,000 | 148,319 | 148,319 | 422,138 CHF | 423,624 CHF | 100.00% | 100.00% |
06/05/2025 | 0.36% | 2.86 CHF | 2.87 CHF | 370,000 | 370,000 | 147,552 | 147,552 | 421,058 CHF | 422,542 CHF | 100.00% | 100.00% |
05/05/2025 | 0.36% | 2.82 CHF | 2.83 CHF | 360,000 | 360,000 | 146,619 | 146,619 | 413,191 CHF | 414,660 CHF | 100.00% | 100.00% |
02/05/2025 | 0.36% | 2.81 CHF | 2.82 CHF | 350,000 | 350,000 | 145,435 | 145,435 | 411,897 CHF | 413,357 CHF | 100.00% | 100.00% |