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 |
---|---|---|---|---|---|---|---|---|---|---|---|
20/05/2025 | 0.33% | 3.06 CHF | 3.07 CHF | 290,000 | 290,000 | 117,240 | 117,240 | 364,220 CHF | 365,394 CHF | 96.09% | 96.09% |
19/05/2025 | 0.54% | 3.14 CHF | 3.15 CHF | 270,000 | 270,000 | 98,268 | 98,268 | 301,458 CHF | 302,708 CHF | 92.51% | 92.51% |
16/05/2025 | 0.56% | 3.16 CHF | 3.17 CHF | 270,000 | 270,000 | 102,403 | 102,403 | 325,700 CHF | 326,787 CHF | 94.12% | 94.12% |
15/05/2025 | 0.33% | 3.11 CHF | 3.12 CHF | 270,000 | 270,000 | 116,615 | 116,615 | 361,008 CHF | 362,175 CHF | 91.67% | 91.67% |
14/05/2025 | 0.33% | 3.13 CHF | 3.14 CHF | 270,000 | 270,000 | 118,635 | 118,635 | 364,022 CHF | 365,210 CHF | 90.52% | 90.52% |
13/05/2025 | 0.38% | 2.95 CHF | 2.96 CHF | 290,000 | 290,000 | 130,832 | 130,832 | 362,079 CHF | 363,389 CHF | 94.09% | 94.09% |
12/05/2025 | 0.67% | 2.60 CHF | 2.61 CHF | 310,000 | 310,000 | 92,714 | 92,714 | 241,867 CHF | 243,097 CHF | 92.20% | 92.20% |
09/05/2025 | 0.42% | 2.37 CHF | 2.38 CHF | 330,000 | 330,000 | 130,581 | 130,581 | 312,973 CHF | 314,281 CHF | 99.97% | 99.97% |
08/05/2025 | 0.42% | 2.37 CHF | 2.38 CHF | 330,000 | 330,000 | 132,105 | 132,105 | 318,654 CHF | 319,979 CHF | 98.05% | 98.05% |
07/05/2025 | 0.46% | 2.20 CHF | 2.21 CHF | 330,000 | 330,000 | 132,827 | 132,827 | 295,268 CHF | 296,598 CHF | 100.00% | 100.00% |