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 | 1.28% | 1.33 CHF | 1.34 CHF | 300,000 | 300,000 | 112,354 | 112,354 | 153,828 CHF | 155,420 CHF | 99.16% | 99.16% |
14/05/2025 | 1.23% | 1.38 CHF | 1.39 CHF | 300,000 | 300,000 | 112,314 | 112,314 | 158,405 CHF | 159,998 CHF | 99.20% | 99.20% |
13/05/2025 | 1.22% | 1.46 CHF | 1.47 CHF | 300,000 | 300,000 | 112,142 | 112,142 | 162,651 CHF | 164,242 CHF | 99.57% | 99.57% |
12/05/2025 | 1.20% | 1.54 CHF | 1.55 CHF | 200,000 | 200,000 | 75,662 | 75,662 | 114,806 CHF | 115,874 CHF | 96.65% | 96.65% |
09/05/2025 | 1.11% | 1.63 CHF | 1.64 CHF | 200,000 | 200,000 | 75,238 | 75,238 | 120,853 CHF | 121,918 CHF | 98.08% | 98.08% |
08/05/2025 | 1.11% | 1.64 CHF | 1.65 CHF | 200,000 | 200,000 | 72,520 | 72,520 | 116,971 CHF | 118,015 CHF | 95.82% | 95.82% |
07/05/2025 | 1.06% | 1.70 CHF | 1.71 CHF | 200,000 | 200,000 | 76,176 | 76,176 | 127,554 CHF | 128,625 CHF | 94.73% | 94.73% |
06/05/2025 | 1.05% | 1.64 CHF | 1.65 CHF | 200,000 | 200,000 | 74,846 | 74,846 | 125,937 CHF | 126,999 CHF | 99.30% | 99.30% |
05/05/2025 | 1.03% | 1.63 CHF | 1.64 CHF | 200,000 | 200,000 | 74,754 | 74,754 | 125,370 CHF | 126,431 CHF | 99.55% | 99.55% |
02/05/2025 | 0.97% | 1.65 CHF | 1.66 CHF | 200,000 | 200,000 | 75,820 | 75,820 | 131,196 CHF | 132,265 CHF | 96.55% | 96.55% |