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 |
---|---|---|---|---|---|---|---|---|---|---|---|
19/05/2025 | 3.44% | 0.37 CHF | 0.38 CHF | 150,000 | 150,000 | 190,090 | 190,090 | 54,297 CHF | 56,198 CHF | 99.45% | 99.45% |
16/05/2025 | 3.27% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 180,261 | 180,261 | 54,239 CHF | 56,042 CHF | 99.45% | 99.45% |
15/05/2025 | 5.01% | 0.25 CHF | 0.26 CHF | 225,000 | 225,000 | 271,693 | 271,693 | 52,885 CHF | 55,602 CHF | 99.45% | 99.45% |
14/05/2025 | 5.71% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 304,902 | 304,900 | 51,877 CHF | 54,926 CHF | 99.45% | 99.45% |
13/05/2025 | 7.71% | 0.18 CHF | 0.19 CHF | 325,000 | 325,000 | 417,911 | 417,910 | 52,134 CHF | 56,313 CHF | 99.38% | 99.38% |
12/05/2025 | 6.28% | 0.12 CHF | 0.13 CHF | 475,000 | 475,000 | 334,640 | 332,057 | 51,783 CHF | 54,846 CHF | 98.64% | 98.64% |
09/05/2025 | 8.45% | 0.10 CHF | 0.11 CHF | 500,000 | 500,000 | 454,215 | 451,934 | 51,519 CHF | 55,788 CHF | 99.45% | 99.45% |
08/05/2025 | 9.90% | 0.11 CHF | 0.12 CHF | 575,000 | 300,000 | 532,108 | 417,437 | 51,119 CHF | 44,783 CHF | 99.45% | 99.45% |
07/05/2025 | 11.30% | 0.08 CHF | 0.09 CHF | 625,000 | 325,000 | 599,008 | 305,878 | 50,097 CHF | 28,623 CHF | 99.43% | 99.43% |
06/05/2025 | 14.95% | 0.08 CHF | 0.09 CHF | 675,000 | 350,000 | 822,091 | 416,888 | 50,887 CHF | 29,995 CHF | 99.45% | 99.45% |