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 | 0.60% | 1.71 CHF | 1.72 CHF | 330,000 | 330,000 | 134,572 | 134,572 | 229,686 CHF | 231,034 CHF | 100.00% | 100.00% |
15/05/2025 | 0.59% | 1.72 CHF | 1.73 CHF | 340,000 | 340,000 | 138,111 | 138,111 | 238,536 CHF | 239,919 CHF | 100.00% | 100.00% |
14/05/2025 | 0.62% | 1.70 CHF | 1.71 CHF | 330,000 | 330,000 | 132,111 | 132,111 | 219,682 CHF | 221,005 CHF | 100.00% | 100.00% |
13/05/2025 | 0.61% | 1.62 CHF | 1.63 CHF | 310,000 | 310,000 | 128,961 | 128,961 | 212,014 CHF | 213,306 CHF | 100.00% | 100.00% |
12/05/2025 | 0.61% | 1.68 CHF | 1.69 CHF | 320,000 | 320,000 | 130,345 | 130,345 | 217,563 CHF | 218,869 CHF | 100.00% | 100.00% |
09/05/2025 | 0.59% | 1.74 CHF | 1.75 CHF | 340,000 | 340,000 | 139,214 | 139,214 | 240,910 CHF | 242,305 CHF | 100.00% | 100.00% |
08/05/2025 | 0.59% | 1.74 CHF | 1.75 CHF | 350,000 | 350,000 | 142,481 | 140,562 | 248,474 CHF | 246,566 CHF | 99.33% | 99.33% |
07/05/2025 | 0.57% | 1.80 CHF | 1.81 CHF | 370,000 | 370,000 | 148,464 | 148,464 | 267,478 CHF | 268,965 CHF | 100.00% | 100.00% |
06/05/2025 | 0.57% | 1.81 CHF | 1.82 CHF | 370,000 | 370,000 | 147,510 | 147,510 | 266,397 CHF | 267,880 CHF | 100.00% | 100.00% |
05/05/2025 | 0.57% | 1.77 CHF | 1.78 CHF | 360,000 | 360,000 | 146,684 | 146,684 | 260,038 CHF | 261,508 CHF | 100.00% | 100.00% |