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 | - | 1.91 CHF | - CHF | 300,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 97.98% |
16/05/2025 | - | 1.92 CHF | - CHF | 300,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.60% |
15/05/2025 | - | 1.87 CHF | - CHF | 300,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 98.58% |
14/05/2025 | - | 1.88 CHF | - CHF | 300,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 97.02% |
13/05/2025 | - | 1.70 CHF | - CHF | 300,000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 90.63% |
12/05/2025 | 0.72% | 1.36 CHF | 1.37 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 413,262 CHF | 138,754 CHF | 51.78% | 91.41% |
09/05/2025 | 0.82% | 1.17 CHF | 1.18 CHF | 300,000 | 100,000 | 325,632 | 108,544 | 394,518 CHF | 132,591 CHF | 97.45% | 97.45% |
08/05/2025 | 0.80% | 1.18 CHF | 1.19 CHF | 450,000 | 150,000 | 342,433 | 114,144 | 424,176 CHF | 142,533 CHF | 88.29% | 88.29% |
07/05/2025 | 0.94% | 1.03 CHF | 1.04 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 477,447 CHF | 160,649 CHF | 97.00% | 97.00% |
06/05/2025 | 0.98% | 1.02 CHF | 1.03 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 455,656 CHF | 153,385 CHF | 98.21% | 98.21% |