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 | 0.17% | 5.93 CHF | 5.95 CHF | 62,500 | 62,500 | 125,000 | 125,000 | 741,893 CHF | 743,143 CHF | 79.39% | 79.39% |
20/05/2025 | 0.18% | 5.65 CHF | 5.66 CHF | 125,000 | 125,000 | 125,000 | 124,998 | 705,915 CHF | 707,155 CHF | 100.00% | 100.00% |
19/05/2025 | 0.16% | 5.72 CHF | 5.73 CHF | 125,000 | 125,000 | 125,000 | 124,999 | 758,091 CHF | 759,332 CHF | 99.56% | 99.56% |
16/05/2025 | 0.17% | 5.91 CHF | 5.92 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 732,179 CHF | 733,429 CHF | 99.73% | 99.73% |
15/05/2025 | 0.16% | 6.15 CHF | 6.16 CHF | 125,000 | 125,000 | 125,000 | 124,997 | 796,647 CHF | 797,876 CHF | 99.82% | 99.82% |
14/05/2025 | 0.16% | 6.22 CHF | 6.23 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 772,288 CHF | 773,538 CHF | 99.07% | 99.07% |
13/05/2025 | 0.15% | 6.25 CHF | 6.26 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 827,493 CHF | 828,743 CHF | 99.82% | 99.82% |
12/05/2025 | 0.15% | 6.89 CHF | 6.90 CHF | 125,000 | 125,000 | 125,000 | 124,999 | 851,554 CHF | 852,801 CHF | 99.76% | 99.76% |
09/05/2025 | 0.13% | 7.99 CHF | 8.00 CHF | 125,000 | 125,000 | 125,000 | 125,000 | 989,363 CHF | 990,613 CHF | 99.36% | 99.36% |
08/05/2025 | 0.13% | 8.00 CHF | 8.01 CHF | 125,000 | 125,000 | 125,000 | 124,999 | 980,792 CHF | 982,038 CHF | 99.29% | 99.29% |