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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16/05/2025 | 3.78% | 0.26 CHF | 0.27 CHF | 900,000 | 300,000 | 929,634 | 329,634 | 241,203 CHF | 88,632 CHF | 99.25% | 99.25% |
15/05/2025 | 3.84% | 0.28 CHF | 0.29 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 230,001 CHF | 79,667 CHF | 99.13% | 99.13% |
14/05/2025 | 3.50% | 0.27 CHF | 0.28 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 253,136 CHF | 87,379 CHF | 98.53% | 98.53% |
13/05/2025 | 3.12% | 0.29 CHF | 0.30 CHF | 900,000 | 300,000 | 786,718 | 262,239 | 247,885 CHF | 85,251 CHF | 99.20% | 99.20% |
12/05/2025 | 2.92% | 0.32 CHF | 0.33 CHF | 750,000 | 250,000 | 768,325 | 256,108 | 259,227 CHF | 88,970 CHF | 92.38% | 92.38% |
09/05/2025 | 2.55% | 0.41 CHF | 0.42 CHF | 750,000 | 250,000 | 719,842 | 239,947 | 278,826 CHF | 95,342 CHF | 96.82% | 96.82% |
08/05/2025 | 2.41% | 0.41 CHF | 0.42 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 307,406 CHF | 104,969 CHF | 99.50% | 99.50% |
07/05/2025 | 2.48% | 0.44 CHF | 0.45 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 299,105 CHF | 102,202 CHF | 98.45% | 98.45% |
06/05/2025 | 2.51% | 0.41 CHF | 0.42 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 295,099 CHF | 100,866 CHF | 99.58% | 99.58% |
05/05/2025 | 2.69% | 0.36 CHF | 0.37 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 275,913 CHF | 94,471 CHF | 99.53% | 99.53% |