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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16/05/2025 | 1.10% | 0.91 CHF | 0.92 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 406,139 CHF | 136,880 CHF | 99.04% | 99.04% |
15/05/2025 | 1.08% | 0.92 CHF | 0.93 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 415,014 CHF | 139,838 CHF | 99.21% | 99.21% |
14/05/2025 | 1.10% | 0.93 CHF | 0.94 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 407,829 CHF | 137,443 CHF | 99.51% | 99.51% |
13/05/2025 | 1.11% | 0.89 CHF | 0.90 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 403,229 CHF | 135,910 CHF | 99.51% | 99.51% |
12/05/2025 | 1.10% | 0.90 CHF | 0.91 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 405,796 CHF | 136,765 CHF | 92.64% | 92.64% |
09/05/2025 | 1.23% | 0.81 CHF | 0.82 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 363,808 CHF | 122,769 CHF | 99.37% | 99.37% |
08/05/2025 | 1.28% | 0.79 CHF | 0.80 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 349,432 CHF | 117,977 CHF | 99.56% | 99.56% |
07/05/2025 | 1.30% | 0.75 CHF | 0.76 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 343,652 CHF | 116,051 CHF | 98.75% | 98.75% |
06/05/2025 | 1.33% | 0.75 CHF | 0.76 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 337,139 CHF | 113,880 CHF | 98.86% | 98.86% |
05/05/2025 | 1.29% | 0.78 CHF | 0.79 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 347,133 CHF | 117,211 CHF | 99.44% | 99.44% |