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 | 2.20% | 0.43 CHF | 0.44 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 202,820 CHF | 69,107 CHF | 99.22% | 99.22% |
15/05/2025 | 2.24% | 0.45 CHF | 0.46 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 199,141 CHF | 67,880 CHF | 99.22% | 99.22% |
14/05/2025 | 1.89% | 0.53 CHF | 0.54 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 235,786 CHF | 80,096 CHF | 99.23% | 99.23% |
13/05/2025 | 1.92% | 0.53 CHF | 0.54 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 232,821 CHF | 79,107 CHF | 98.88% | 98.88% |
12/05/2025 | 1.90% | 0.49 CHF | 0.50 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 234,537 CHF | 79,679 CHF | 96.76% | 96.76% |
09/05/2025 | 2.10% | 0.49 CHF | 0.50 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 212,067 CHF | 72,189 CHF | 99.22% | 99.22% |
08/05/2025 | 2.25% | 0.46 CHF | 0.47 CHF | 450,000 | 150,000 | 450,504 | 150,168 | 198,217 CHF | 67,574 CHF | 99.22% | 99.22% |
07/05/2025 | 2.42% | 0.41 CHF | 0.42 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 183,944 CHF | 62,815 CHF | 99.22% | 99.22% |
06/05/2025 | 2.41% | 0.42 CHF | 0.43 CHF | 450,000 | 150,000 | 475,721 | 158,572 | 194,763 CHF | 66,506 CHF | 99.22% | 99.22% |
05/05/2025 | 2.26% | 0.42 CHF | 0.43 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 197,263 CHF | 67,254 CHF | 99.22% | 99.22% |