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 | 0.71% | 1.44 CHF | 1.45 CHF | 330,000 | 330,000 | 134,571 | 134,571 | 193,976 CHF | 195,324 CHF | 100.00% | 100.00% |
15/05/2025 | 0.69% | 1.46 CHF | 1.47 CHF | 340,000 | 340,000 | 138,091 | 138,091 | 202,014 CHF | 203,397 CHF | 100.00% | 100.00% |
14/05/2025 | 0.74% | 1.43 CHF | 1.44 CHF | 330,000 | 330,000 | 132,109 | 132,109 | 184,892 CHF | 186,215 CHF | 100.00% | 100.00% |
13/05/2025 | 0.73% | 1.35 CHF | 1.36 CHF | 310,000 | 310,000 | 128,953 | 128,953 | 177,830 CHF | 179,122 CHF | 100.00% | 100.00% |
12/05/2025 | 0.73% | 1.41 CHF | 1.42 CHF | 320,000 | 320,000 | 130,284 | 130,284 | 182,899 CHF | 184,204 CHF | 99.97% | 99.97% |
09/05/2025 | 0.69% | 1.48 CHF | 1.49 CHF | 340,000 | 340,000 | 139,221 | 139,221 | 204,404 CHF | 205,799 CHF | 99.99% | 99.99% |
08/05/2025 | 0.69% | 1.48 CHF | 1.49 CHF | 350,000 | 350,000 | 142,460 | 140,545 | 211,191 CHF | 209,792 CHF | 99.31% | 99.31% |
07/05/2025 | 0.66% | 1.54 CHF | 1.55 CHF | 370,000 | 370,000 | 148,464 | 148,464 | 228,736 CHF | 230,223 CHF | 100.00% | 100.00% |
06/05/2025 | 0.67% | 1.55 CHF | 1.56 CHF | 370,000 | 370,000 | 147,546 | 147,546 | 227,897 CHF | 229,381 CHF | 100.00% | 100.00% |
05/05/2025 | 0.67% | 1.51 CHF | 1.52 CHF | 360,000 | 360,000 | 146,684 | 146,684 | 221,775 CHF | 223,245 CHF | 100.00% | 100.00% |