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 | 8.62% | 0.12 CHF | 0.13 CHF | 420,000 | 75,000 | 450,309 | 74,614 | 50,552 CHF | 9,137 CHF | 95.06% | 95.06% |
14/05/2025 | 9.64% | 0.10 CHF | 0.11 CHF | 500,000 | 75,000 | 498,719 | 75,000 | 49,285 CHF | 8,164 CHF | 99.68% | 99.68% |
13/05/2025 | 10.30% | 0.08 CHF | 0.09 CHF | 500,000 | 75,000 | 500,000 | 75,000 | 46,129 CHF | 7,669 CHF | 99.90% | 99.90% |
12/05/2025 | 10.14% | 0.09 CHF | 0.10 CHF | 500,000 | 75,000 | 494,061 | 74,774 | 46,864 CHF | 7,857 CHF | 99.05% | 99.05% |
09/05/2025 | 8.07% | 0.12 CHF | 0.13 CHF | 420,000 | 75,000 | 422,381 | 74,526 | 50,480 CHF | 9,691 CHF | 100.00% | 100.00% |
08/05/2025 | 9.15% | 0.12 CHF | 0.13 CHF | 420,000 | 75,000 | 366,367 | 70,185 | 44,579 CHF | 9,237 CHF | 83.19% | 83.19% |
07/05/2025 | 6.23% | 0.15 CHF | 0.16 CHF | 340,000 | 75,000 | 328,756 | 75,000 | 51,092 CHF | 12,422 CHF | 99.90% | 99.90% |
06/05/2025 | 6.26% | 0.16 CHF | 0.17 CHF | 320,000 | 75,000 | 320,827 | 74,256 | 51,192 CHF | 12,615 CHF | 97.67% | 97.67% |
05/05/2025 | 9.35% | 0.15 CHF | 0.17 CHF | 340,000 | 50,000 | 332,141 | 61,771 | 51,072 CHF | 10,428 CHF | 100.00% | 100.00% |
02/05/2025 | 6.06% | 0.16 CHF | 0.17 CHF | 320,000 | 75,000 | 319,912 | 75,000 | 51,194 CHF | 12,753 CHF | 99.16% | 99.16% |