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 | 0.38% | 2.62 CHF | 2.63 CHF | 250'000 | 250'000 | 130'933 | 130'933 | 347'319 CHF | 348'631 CHF | 99.59% | 99.59% |
27.05.2025 | 0.47% | 2.54 CHF | 2.55 CHF | 255'000 | 255'000 | 131'725 | 131'725 | 321'495 CHF | 322'871 CHF | 98.35% | 98.35% |
26.05.2025 | 0.43% | 2.27 CHF | 2.28 CHF | 135'000 | 135'000 | 111'293 | 111'293 | 256'808 CHF | 257'921 CHF | 99.35% | 99.35% |
23.05.2025 | 0.45% | 2.19 CHF | 2.20 CHF | 270'000 | 270'000 | 140'128 | 140'128 | 315'809 CHF | 317'213 CHF | 100.00% | 100.00% |
22.05.2025 | 0.47% | 2.29 CHF | 2.30 CHF | 265'000 | 265'000 | 136'870 | 136'870 | 301'670 CHF | 303'042 CHF | 100.00% | 100.00% |
21.05.2025 | 0.44% | 2.35 CHF | 2.36 CHF | 265'000 | 265'000 | 138'325 | 138'325 | 324'375 CHF | 325'763 CHF | 99.99% | 99.99% |
20.05.2025 | 0.43% | 2.38 CHF | 2.39 CHF | 260'000 | 260'000 | 135'965 | 135'965 | 323'674 CHF | 325'036 CHF | 100.00% | 100.00% |
19.05.2025 | 0.46% | 2.26 CHF | 2.27 CHF | 265'000 | 265'000 | 139'691 | 139'691 | 313'600 CHF | 315'001 CHF | 99.65% | 99.65% |
16.05.2025 | 0.44% | 2.42 CHF | 2.43 CHF | 260'000 | 260'000 | 135'282 | 135'282 | 325'722 CHF | 327'090 CHF | 98.59% | 98.59% |
15.05.2025 | 0.44% | 2.28 CHF | 2.29 CHF | 265'000 | 265'000 | 132'234 | 132'234 | 303'153 CHF | 304'478 CHF | 99.91% | 99.91% |