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 | 3.46% | 0.41 CHF | 0.42 CHF | 130,000 | 25,000 | 135,831 | 24,882 | 51,616 CHF | 9,805 CHF | 96.05% | 96.05% |
14/05/2025 | 3.86% | 0.33 CHF | 0.34 CHF | 160,000 | 25,000 | 166,486 | 25,000 | 51,769 CHF | 8,090 CHF | 79.16% | 79.16% |
13/05/2025 | 4.23% | 0.26 CHF | 0.27 CHF | 193,849 | 25,000 | 174,367 | 25,000 | 51,931 CHF | 7,774 CHF | 55.20% | 55.20% |
12/05/2025 | 4.11% | 0.32 CHF | 0.34 CHF | 160,000 | 25,000 | 169,179 | 24,955 | 52,011 CHF | 8,001 CHF | 99.48% | 99.48% |
09/05/2025 | 3.38% | 0.37 CHF | 0.38 CHF | 140,000 | 25,000 | 139,405 | 24,982 | 52,130 CHF | 9,665 CHF | 96.46% | 96.46% |
08/05/2025 | 3.27% | 0.38 CHF | 0.39 CHF | 140,000 | 25,000 | 133,538 | 25,000 | 51,475 CHF | 9,966 CHF | 87.69% | 87.69% |
07/05/2025 | 3.11% | 0.42 CHF | 0.43 CHF | 120,000 | 25,000 | 121,690 | 25,000 | 51,678 CHF | 10,960 CHF | 97.81% | 97.81% |
06/05/2025 | 3.29% | 0.42 CHF | 0.44 CHF | 120,000 | 25,000 | 135,823 | 24,855 | 51,457 CHF | 9,771 CHF | 100.00% | 100.00% |
05/05/2025 | 5.86% | 0.33 CHF | 0.36 CHF | 160,000 | 20,000 | 160,884 | 22,354 | 51,865 CHF | 7,633 CHF | 100.00% | 100.00% |
02/05/2025 | 4.30% | 0.34 CHF | 0.35 CHF | 150,000 | 25,000 | 172,464 | 25,000 | 51,605 CHF | 7,833 CHF | 99.17% | 99.17% |