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 | 0.46% | 2.10 CHF | 2.11 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 328'454 CHF | 329'954 CHF | 100.00% | 100.00% |
27.05.2025 | 0.48% | 2.11 CHF | 2.12 CHF | 150'000 | 150'000 | 150'011 | 150'011 | 312'366 CHF | 313'866 CHF | 98.69% | 98.69% |
26.05.2025 | 0.45% | 2.22 CHF | 2.23 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 333'616 CHF | 335'116 CHF | 100.00% | 100.00% |
23.05.2025 | 0.46% | 2.19 CHF | 2.20 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 323'222 CHF | 324'722 CHF | 99.98% | 99.98% |
22.05.2025 | 0.47% | 2.07 CHF | 2.08 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 319'675 CHF | 321'175 CHF | 99.98% | 99.98% |
21.05.2025 | 0.46% | 2.29 CHF | 2.30 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 324'672 CHF | 326'172 CHF | 99.83% | 99.83% |
20.05.2025 | 0.52% | 2.05 CHF | 2.06 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 286'212 CHF | 287'712 CHF | 100.00% | 100.00% |
19.05.2025 | 0.52% | 1.86 CHF | 1.87 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 285'999 CHF | 287'499 CHF | 100.00% | 100.00% |
16.05.2025 | 0.56% | 1.74 CHF | 1.75 CHF | 150'000 | 150'000 | 149'999 | 150'000 | 267'934 CHF | 269'436 CHF | 100.00% | 100.00% |
15.05.2025 | 0.57% | 1.89 CHF | 1.90 CHF | 150'000 | 150'000 | 150'000 | 149'996 | 262'672 CHF | 264'166 CHF | 99.06% | 99.06% |