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 |
---|---|---|---|---|---|---|---|---|---|---|---|
28.05.2025 | 1.75% | 0.55 CHF | 0.56 CHF | 100'000 | 60'000 | 94'675 | 59'933 | 53'676 CHF | 34'597 CHF | 100.00% | 100.00% |
27.05.2025 | 1.68% | 0.59 CHF | 0.60 CHF | 90'000 | 60'000 | 90'049 | 59'939 | 53'366 CHF | 36'126 CHF | 99.99% | 99.99% |
26.05.2025 | 1.76% | 0.57 CHF | 0.58 CHF | 95'000 | 65'000 | 95'055 | 64'866 | 53'442 CHF | 37'119 CHF | 100.00% | 100.00% |
23.05.2025 | 1.80% | 0.52 CHF | 0.53 CHF | 100'000 | 60'000 | 95'758 | 59'926 | 52'923 CHF | 33'917 CHF | 100.00% | 100.00% |
22.05.2025 | 1.70% | 0.59 CHF | 0.60 CHF | 90'000 | 60'000 | 91'428 | 59'691 | 53'577 CHF | 35'600 CHF | 100.00% | 100.00% |
21.05.2025 | 1.58% | 0.63 CHF | 0.64 CHF | 85'000 | 60'000 | 84'992 | 59'917 | 53'515 CHF | 38'326 CHF | 100.00% | 100.00% |
20.05.2025 | 1.51% | 0.66 CHF | 0.67 CHF | 80'000 | 65'000 | 81'100 | 64'884 | 53'171 CHF | 43'215 CHF | 100.00% | 100.00% |
19.05.2025 | 1.66% | 0.61 CHF | 0.62 CHF | 85'000 | 65'000 | 88'499 | 64'814 | 53'253 CHF | 39'663 CHF | 100.00% | 100.00% |
16.05.2025 | 1.62% | 0.60 CHF | 0.61 CHF | 90'000 | 65'000 | 86'583 | 64'789 | 53'101 CHF | 40'387 CHF | 100.00% | 100.00% |
15.05.2025 | 1.60% | 0.64 CHF | 0.65 CHF | 85'000 | 65'000 | 85'555 | 64'812 | 53'310 CHF | 41'041 CHF | 100.00% | 100.00% |