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 |
---|---|---|---|---|---|---|---|---|---|---|---|
21/05/2025 | 0.56% | 1.89 CHF | 1.90 CHF | 260,000 | 260,000 | 124,773 | 124,773 | 226,964 CHF | 228,214 CHF | 100.00% | 100.00% |
20/05/2025 | 0.54% | 1.82 CHF | 1.83 CHF | 280,000 | 280,000 | 119,048 | 119,048 | 221,129 CHF | 222,321 CHF | 100.00% | 100.00% |
19/05/2025 | 0.57% | 1.89 CHF | 1.90 CHF | 260,000 | 260,000 | 121,423 | 121,423 | 219,432 CHF | 220,648 CHF | 99.85% | 99.85% |
16/05/2025 | 0.53% | 1.91 CHF | 1.92 CHF | 260,000 | 260,000 | 116,455 | 116,455 | 224,284 CHF | 225,451 CHF | 100.00% | 100.00% |
15/05/2025 | 0.55% | 1.86 CHF | 1.87 CHF | 260,000 | 260,000 | 117,322 | 117,322 | 216,230 CHF | 217,405 CHF | 100.00% | 100.00% |
14/05/2025 | 0.56% | 1.87 CHF | 1.88 CHF | 260,000 | 260,000 | 119,603 | 119,603 | 217,536 CHF | 218,734 CHF | 99.97% | 99.97% |
13/05/2025 | 0.70% | 1.69 CHF | 1.70 CHF | 280,000 | 280,000 | 126,909 | 126,909 | 193,081 CHF | 194,351 CHF | 100.00% | 100.00% |
12/05/2025 | 0.74% | 1.34 CHF | 1.35 CHF | 300,000 | 300,000 | 118,122 | 118,122 | 159,958 CHF | 161,141 CHF | 99.97% | 99.97% |
09/05/2025 | 0.87% | 1.13 CHF | 1.14 CHF | 320,000 | 320,000 | 120,805 | 120,805 | 139,735 CHF | 140,945 CHF | 99.93% | 99.93% |
08/05/2025 | 0.85% | 1.13 CHF | 1.14 CHF | 320,000 | 320,000 | 121,542 | 121,542 | 142,913 CHF | 144,132 CHF | 99.26% | 99.26% |