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 | 0.38% | 2.81 CHF | 2.82 CHF | 103,700 | 103,700 | 50,294 | 50,294 | 137,342 CHF | 137,846 CHF | 99.57% | 99.57% |
14/05/2025 | 0.55% | 2.54 CHF | 2.55 CHF | 80,600 | 80,600 | 37,998 | 37,998 | 101,723 CHF | 102,253 CHF | 99.50% | 99.50% |
13/05/2025 | 0.41% | 3.33 CHF | 3.34 CHF | 71,600 | 71,600 | 34,423 | 34,423 | 125,310 CHF | 125,779 CHF | 98.75% | 98.75% |
12/05/2025 | 0.43% | 3.89 CHF | 3.90 CHF | 54,200 | 54,200 | 25,872 | 25,872 | 95,352 CHF | 95,711 CHF | 99.69% | 99.69% |
09/05/2025 | 0.32% | 4.73 CHF | 4.74 CHF | 55,900 | 55,900 | 27,238 | 27,238 | 130,977 CHF | 131,353 CHF | 99.77% | 99.77% |
08/05/2025 | 0.32% | 4.67 CHF | 4.68 CHF | 52,300 | 52,300 | 25,464 | 25,464 | 120,159 CHF | 120,511 CHF | 99.15% | 99.36% |
07/05/2025 | 0.76% | 5.49 CHF | 5.51 CHF | 47,800 | 47,800 | 16,742 | 16,742 | 88,690 CHF | 89,177 CHF | 99.93% | 99.93% |
06/05/2025 | 0.29% | 5.55 CHF | 5.56 CHF | 52,600 | 52,600 | 25,579 | 25,579 | 138,340 CHF | 138,694 CHF | 99.91% | 99.91% |
05/05/2025 | 0.46% | 5.08 CHF | 5.10 CHF | 48,000 | 48,000 | 23,259 | 23,259 | 126,135 CHF | 126,690 CHF | 100.00% | 100.00% |
02/05/2025 | 0.44% | 5.56 CHF | 5.58 CHF | 42,800 | 42,800 | 20,822 | 20,822 | 119,075 CHF | 119,572 CHF | 100.00% | 100.00% |