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 | 0.62% | 1.64 CHF | 1.65 CHF | 340,000 | 340,000 | 138,110 | 138,110 | 226,623 CHF | 228,007 CHF | 100.00% | 100.00% |
14/05/2025 | 0.65% | 1.61 CHF | 1.62 CHF | 330,000 | 330,000 | 132,111 | 132,111 | 208,299 CHF | 209,623 CHF | 100.00% | 100.00% |
13/05/2025 | 0.65% | 1.53 CHF | 1.54 CHF | 310,000 | 310,000 | 128,961 | 128,961 | 200,737 CHF | 202,029 CHF | 100.00% | 100.00% |
12/05/2025 | 0.65% | 1.59 CHF | 1.60 CHF | 320,000 | 320,000 | 130,326 | 130,326 | 206,119 CHF | 207,425 CHF | 99.99% | 99.99% |
09/05/2025 | 0.62% | 1.65 CHF | 1.66 CHF | 340,000 | 340,000 | 139,222 | 139,222 | 228,824 CHF | 230,219 CHF | 99.99% | 99.99% |
08/05/2025 | 0.62% | 1.65 CHF | 1.66 CHF | 350,000 | 350,000 | 142,454 | 140,534 | 236,247 CHF | 234,499 CHF | 99.32% | 99.32% |
07/05/2025 | 0.59% | 1.71 CHF | 1.72 CHF | 370,000 | 370,000 | 148,462 | 148,462 | 254,839 CHF | 256,326 CHF | 100.00% | 100.00% |
06/05/2025 | 0.60% | 1.73 CHF | 1.74 CHF | 370,000 | 370,000 | 147,510 | 147,510 | 254,126 CHF | 255,610 CHF | 100.00% | 100.00% |
05/05/2025 | 0.60% | 1.69 CHF | 1.70 CHF | 360,000 | 360,000 | 146,684 | 146,684 | 247,443 CHF | 248,913 CHF | 100.00% | 100.00% |
02/05/2025 | 0.60% | 1.68 CHF | 1.69 CHF | 350,000 | 350,000 | 145,535 | 145,535 | 247,212 CHF | 248,673 CHF | 100.00% | 100.00% |