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 |
---|---|---|---|---|---|---|---|---|---|---|---|
21/05/2025 | 7.99% | 0.12 CHF | 0.13 CHF | 425,000 | 425,000 | 424,667 | 424,666 | 51,061 CHF | 55,307 CHF | 100.00% | 100.00% |
20/05/2025 | 7.76% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 417,565 | 417,560 | 51,705 CHF | 55,879 CHF | 100.00% | 100.00% |
19/05/2025 | 8.70% | 0.11 CHF | 0.12 CHF | 475,000 | 475,000 | 473,957 | 473,959 | 52,133 CHF | 56,873 CHF | 100.00% | 100.00% |
16/05/2025 | 9.20% | 0.10 CHF | 0.11 CHF | 475,000 | 475,000 | 492,265 | 486,336 | 51,147 CHF | 55,359 CHF | 100.00% | 100.00% |
15/05/2025 | 11.01% | 0.09 CHF | 0.10 CHF | 575,000 | 300,000 | 595,010 | 307,553 | 51,120 CHF | 29,503 CHF | 98.39% | 98.39% |
14/05/2025 | 9.94% | 0.08 CHF | 0.09 CHF | 600,000 | 300,000 | 525,121 | 440,365 | 50,189 CHF | 47,154 CHF | 99.22% | 99.22% |
13/05/2025 | 8.55% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 457,882 | 457,866 | 51,296 CHF | 55,873 CHF | 99.36% | 99.36% |
12/05/2025 | 9.94% | 0.12 CHF | 0.13 CHF | 400,000 | 400,000 | 527,882 | 423,444 | 50,514 CHF | 45,475 CHF | 95.64% | 95.64% |
09/05/2025 | 7.53% | 0.13 CHF | 0.14 CHF | 400,000 | 400,000 | 405,340 | 405,311 | 51,801 CHF | 55,851 CHF | 100.00% | 100.00% |
08/05/2025 | 6.72% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 364,592 | 364,310 | 52,444 CHF | 56,044 CHF | 98.92% | 98.92% |