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 | 4.49% | 0.24 CHF | 0.25 CHF | 210,000 | 75,000 | 229,869 | 74,615 | 50,563 CHF | 17,173 CHF | 95.06% | 95.06% |
14/05/2025 | 4.99% | 0.19 CHF | 0.20 CHF | 270,000 | 75,000 | 258,738 | 75,000 | 50,550 CHF | 15,423 CHF | 99.68% | 99.68% |
13/05/2025 | 5.31% | 0.17 CHF | 0.18 CHF | 300,000 | 75,000 | 277,674 | 75,000 | 50,882 CHF | 14,510 CHF | 99.90% | 99.90% |
12/05/2025 | 5.23% | 0.18 CHF | 0.19 CHF | 280,000 | 75,000 | 271,096 | 74,775 | 50,532 CHF | 14,774 CHF | 99.37% | 99.37% |
09/05/2025 | 4.39% | 0.23 CHF | 0.24 CHF | 220,000 | 75,000 | 222,439 | 74,531 | 50,486 CHF | 17,718 CHF | 99.94% | 99.94% |
08/05/2025 | 4.91% | 0.22 CHF | 0.23 CHF | 230,000 | 75,000 | 196,359 | 70,185 | 44,908 CHF | 16,745 CHF | 83.20% | 83.20% |
07/05/2025 | 3.50% | 0.28 CHF | 0.29 CHF | 180,000 | 75,000 | 180,517 | 75,000 | 50,705 CHF | 21,825 CHF | 99.90% | 99.90% |
06/05/2025 | 3.55% | 0.29 CHF | 0.30 CHF | 180,000 | 75,000 | 180,326 | 74,255 | 51,491 CHF | 21,974 CHF | 97.61% | 97.61% |
05/05/2025 | 4.65% | 0.27 CHF | 0.29 CHF | 190,000 | 50,000 | 183,650 | 61,771 | 51,223 CHF | 18,077 CHF | 100.00% | 100.00% |
02/05/2025 | 3.41% | 0.29 CHF | 0.30 CHF | 180,000 | 75,000 | 179,888 | 75,000 | 51,845 CHF | 22,366 CHF | 99.14% | 99.14% |