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 | 1.00% | 1.02 CHF | 1.03 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 449,292 CHF | 151,264 CHF | 99.22% | 99.22% |
14/05/2025 | 1.03% | 0.93 CHF | 0.94 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 433,471 CHF | 145,990 CHF | 99.22% | 99.22% |
13/05/2025 | 1.07% | 0.94 CHF | 0.95 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 419,120 CHF | 141,207 CHF | 98.89% | 98.89% |
12/05/2025 | 1.05% | 0.95 CHF | 0.96 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 427,046 CHF | 143,849 CHF | 96.77% | 96.77% |
09/05/2025 | 1.05% | 0.93 CHF | 0.94 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 426,684 CHF | 143,728 CHF | 99.19% | 99.19% |
08/05/2025 | 1.05% | 0.93 CHF | 0.94 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 424,894 CHF | 143,131 CHF | 99.22% | 99.22% |
07/05/2025 | 1.07% | 0.92 CHF | 0.93 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 418,224 CHF | 140,908 CHF | 99.22% | 99.22% |
06/05/2025 | 1.03% | 0.96 CHF | 0.97 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 434,403 CHF | 146,301 CHF | 99.05% | 99.05% |
05/05/2025 | 1.03% | 0.97 CHF | 0.98 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 436,448 CHF | 146,983 CHF | 99.22% | 99.22% |
02/05/2025 | 0.99% | 1.00 CHF | 1.01 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 453,886 CHF | 152,795 CHF | 99.16% | 99.16% |