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 | 1.62% | 0.61 CHF | 0.62 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 61,306 CHF | 62,306 CHF | 100.00% | 100.00% |
16/05/2025 | 1.63% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 99,952 | 99,640 | 61,439 CHF | 62,247 CHF | 100.00% | 100.00% |
15/05/2025 | 1.56% | 0.64 CHF | 0.65 CHF | 100,000 | 100,000 | 99,889 | 99,502 | 64,174 CHF | 64,926 CHF | 100.00% | 100.00% |
14/05/2025 | 1.57% | 0.64 CHF | 0.65 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 63,204 CHF | 64,204 CHF | 100.00% | 100.00% |
13/05/2025 | 1.59% | 0.63 CHF | 0.64 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 62,243 CHF | 63,243 CHF | 100.00% | 100.00% |
12/05/2025 | 1.58% | 0.62 CHF | 0.63 CHF | 100,000 | 100,000 | 99,614 | 99,518 | 62,870 CHF | 63,804 CHF | 100.00% | 100.00% |
09/05/2025 | 1.47% | 0.68 CHF | 0.69 CHF | 100,000 | 100,000 | 99,630 | 99,333 | 67,861 CHF | 68,656 CHF | 99.95% | 99.95% |
08/05/2025 | 1.40% | 0.72 CHF | 0.73 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 70,979 CHF | 71,979 CHF | 90.50% | 90.50% |
07/05/2025 | 1.37% | 0.74 CHF | 0.75 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 72,393 CHF | 73,393 CHF | 100.00% | 100.00% |
06/05/2025 | 1.40% | 0.73 CHF | 0.74 CHF | 100,000 | 100,000 | 99,422 | 98,556 | 72,062 CHF | 72,443 CHF | 100.00% | 100.00% |