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 | - | 0.45 CHF | - CHF | 630,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
19/05/2025 | - | 0.40 CHF | - CHF | 620,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.65% |
16/05/2025 | - | 0.47 CHF | - CHF | 640,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.59% |
15/05/2025 | - | 0.41 CHF | - CHF | 640,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.34% |
14/05/2025 | - | 0.44 CHF | - CHF | 680,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.34% |
13/05/2025 | - | 0.32 CHF | - CHF | 820,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 100.00% |
12/05/2025 | - | 0.31 CHF | - CHF | 1,000,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.54% |
09/05/2025 | 5.97% | 0.23 CHF | 0.26 CHF | 1,000,000 | 1,000,000 | 547,576 | 547,576 | 94,755 CHF | 100,251 CHF | 86.98% | 99.94% |
08/05/2025 | 7.53% | 0.14 CHF | 0.15 CHF | 1,000,000 | 1,000,000 | 614,820 | 614,820 | 82,096 CHF | 88,276 CHF | 99.62% | 99.62% |
07/05/2025 | 7.54% | 0.11 CHF | 0.12 CHF | 1,000,000 | 1,000,000 | 618,241 | 618,241 | 79,467 CHF | 85,663 CHF | 99.98% | 99.98% |