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 | 4.24% | 0.22 CHF | 0.23 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 69,267 CHF | 72,267 CHF | 100.00% | 100.00% |
14/05/2025 | 4.00% | 0.25 CHF | 0.26 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 73,458 CHF | 76,458 CHF | 100.00% | 100.00% |
13/05/2025 | 4.22% | 0.25 CHF | 0.26 CHF | 350,000 | 350,000 | 350,000 | 350,000 | 81,298 CHF | 84,798 CHF | 100.00% | 100.00% |
12/05/2025 | 4.28% | 0.23 CHF | 0.24 CHF | 400,000 | 400,000 | 400,000 | 400,000 | 91,519 CHF | 95,519 CHF | 100.00% | 100.00% |
09/05/2025 | 4.87% | 0.20 CHF | 0.21 CHF | 400,000 | 400,000 | 400,000 | 400,000 | 80,057 CHF | 84,057 CHF | 100.00% | 100.00% |
08/05/2025 | 5.03% | 0.21 CHF | 0.22 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 87,308 CHF | 91,808 CHF | 100.00% | 100.00% |
07/05/2025 | 5.24% | 0.19 CHF | 0.20 CHF | 450,000 | 450,000 | 450,000 | 450,000 | 83,756 CHF | 88,256 CHF | 100.00% | 100.00% |
06/05/2025 | 5.00% | 0.19 CHF | 0.20 CHF | 400,000 | 400,000 | 400,000 | 400,000 | 78,120 CHF | 82,120 CHF | 100.00% | 100.00% |
05/05/2025 | 4.88% | 0.20 CHF | 0.21 CHF | 400,000 | 400,000 | 400,000 | 400,000 | 79,945 CHF | 83,945 CHF | 100.00% | 100.00% |
02/05/2025 | 4.88% | 0.20 CHF | 0.21 CHF | 400,000 | 400,000 | 400,000 | 400,000 | 79,967 CHF | 83,967 CHF | 100.00% | 100.00% |