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 | 3.70% | 0.29 CHF | 0.30 CHF | 180,000 | 75,000 | 191,877 | 74,616 | 51,480 CHF | 20,787 CHF | 95.04% | 95.04% |
14/05/2025 | 4.07% | 0.23 CHF | 0.24 CHF | 220,000 | 75,000 | 209,336 | 75,000 | 50,318 CHF | 18,800 CHF | 99.68% | 99.68% |
13/05/2025 | 4.35% | 0.21 CHF | 0.22 CHF | 240,000 | 75,000 | 224,698 | 75,000 | 50,570 CHF | 17,648 CHF | 99.90% | 99.90% |
12/05/2025 | 4.28% | 0.22 CHF | 0.23 CHF | 230,000 | 75,000 | 220,067 | 74,775 | 50,463 CHF | 17,977 CHF | 99.37% | 99.37% |
09/05/2025 | 3.59% | 0.28 CHF | 0.29 CHF | 180,000 | 75,000 | 185,609 | 74,531 | 51,071 CHF | 21,302 CHF | 99.96% | 99.96% |
08/05/2025 | 4.01% | 0.27 CHF | 0.28 CHF | 190,000 | 75,000 | 165,972 | 70,185 | 45,953 CHF | 20,111 CHF | 83.19% | 83.19% |
07/05/2025 | 2.94% | 0.33 CHF | 0.34 CHF | 160,000 | 75,000 | 155,435 | 75,000 | 52,048 CHF | 25,881 CHF | 99.90% | 99.90% |
06/05/2025 | 2.94% | 0.34 CHF | 0.35 CHF | 150,000 | 75,000 | 151,377 | 74,256 | 51,293 CHF | 25,926 CHF | 97.67% | 97.67% |
05/05/2025 | 3.63% | 0.33 CHF | 0.34 CHF | 160,000 | 50,000 | 156,753 | 61,772 | 52,238 CHF | 21,402 CHF | 100.00% | 100.00% |
02/05/2025 | 2.88% | 0.34 CHF | 0.35 CHF | 150,000 | 75,000 | 150,358 | 75,000 | 51,496 CHF | 26,439 CHF | 99.16% | 99.16% |