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 |
---|---|---|---|---|---|---|---|---|---|---|---|
20/05/2025 | 6.82% | 0.14 CHF | 0.15 CHF | 375,000 | 375,000 | 370,423 | 370,423 | 52,477 CHF | 56,182 CHF | 99.38% | 99.38% |
19/05/2025 | 6.26% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 337,633 | 337,633 | 52,254 CHF | 55,631 CHF | 99.38% | 99.38% |
16/05/2025 | 5.83% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 307,968 | 307,968 | 51,246 CHF | 54,326 CHF | 99.38% | 99.38% |
15/05/2025 | 6.08% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 325,938 | 325,936 | 52,015 CHF | 55,274 CHF | 99.37% | 99.37% |
14/05/2025 | 6.34% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 342,797 | 342,797 | 52,363 CHF | 55,791 CHF | 99.38% | 99.38% |
13/05/2025 | 6.14% | 0.15 CHF | 0.16 CHF | 350,000 | 350,000 | 329,793 | 329,755 | 52,033 CHF | 55,324 CHF | 99.31% | 99.31% |
12/05/2025 | 5.83% | 0.16 CHF | 0.17 CHF | 325,000 | 325,000 | 308,460 | 308,460 | 51,341 CHF | 54,425 CHF | 99.07% | 99.07% |
09/05/2025 | 5.77% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 303,267 | 303,267 | 51,071 CHF | 54,103 CHF | 99.38% | 99.38% |
08/05/2025 | 5.87% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 310,737 | 310,738 | 51,400 CHF | 54,508 CHF | 99.37% | 99.37% |
07/05/2025 | 5.54% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 301,207 | 301,207 | 52,918 CHF | 55,930 CHF | 99.38% | 99.38% |