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 | 3.62% | 0.33 CHF | 0.35 CHF | 139,435 | 75,000 | 138,861 | 74,737 | 46,030 CHF | 25,681 CHF | 100.00% | 100.00% |
15/05/2025 | 3.08% | 0.36 CHF | 0.37 CHF | 139,636 | 75,000 | 134,075 | 74,642 | 51,503 CHF | 29,594 CHF | 100.00% | 100.00% |
14/05/2025 | 2.94% | 0.46 CHF | 0.47 CHF | 110,000 | 75,000 | 121,983 | 75,000 | 52,138 CHF | 33,051 CHF | 99.38% | 99.38% |
13/05/2025 | 2.33% | 0.46 CHF | 0.47 CHF | 110,000 | 75,000 | 110,278 | 75,000 | 52,899 CHF | 36,833 CHF | 100.00% | 100.00% |
12/05/2025 | 2.58% | 0.47 CHF | 0.48 CHF | 110,000 | 75,000 | 115,298 | 74,515 | 52,369 CHF | 34,853 CHF | 99.38% | 99.38% |
09/05/2025 | 2.60% | 0.47 CHF | 0.48 CHF | 110,000 | 75,000 | 115,405 | 74,531 | 52,587 CHF | 34,885 CHF | 99.95% | 99.95% |
08/05/2025 | 2.37% | 0.49 CHF | 0.50 CHF | 110,000 | 75,000 | 111,613 | 75,000 | 52,272 CHF | 35,996 CHF | 90.48% | 90.48% |
07/05/2025 | 2.58% | 0.49 CHF | 0.50 CHF | 110,000 | 75,000 | 109,215 | 75,000 | 52,604 CHF | 37,080 CHF | 100.00% | 100.00% |
06/05/2025 | 2.32% | 0.44 CHF | 0.45 CHF | 120,000 | 75,000 | 119,137 | 74,268 | 52,671 CHF | 33,606 CHF | 99.12% | 99.12% |
05/05/2025 | 4.14% | 0.44 CHF | 0.47 CHF | 120,000 | 50,000 | 115,567 | 61,769 | 52,285 CHF | 28,946 CHF | 100.00% | 100.00% |