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 | 0.79% | 100.83 % | 101.63 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'540 CHF | 61'020 CHF | 100.00% | 100.00% |
27.05.2025 | 0.79% | 100.83 % | 101.63 % | 60'000 | 60'000 | 60'000 | 51'897 | 60'512 CHF | 52'754 CHF | 100.00% | 100.00% |
26.05.2025 | 0.79% | 100.59 % | 101.28 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'300 CHF | 60'780 CHF | 1.75% | 100.00% |
23.05.2025 | 0.79% | 100.82 % | 101.62 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'575 CHF | 61'055 CHF | 100.00% | 100.00% |
22.05.2025 | 0.79% | 101.12 % | 101.92 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'680 CHF | 61'160 CHF | 100.00% | 100.00% |
21.05.2025 | 0.79% | 101.22 % | 102.02 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'691 CHF | 61'171 CHF | 100.00% | 100.00% |
20.05.2025 | 0.79% | 101.16 % | 101.96 % | 60'000 | 20'000 | 60'000 | 40'473 | 60'701 CHF | 41'271 CHF | 100.00% | 100.00% |
19.05.2025 | 0.79% | 101.09 % | 101.84 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'642 CHF | 61'122 CHF | 5.98% | 100.00% |
16.05.2025 | 0.79% | 100.90 % | 101.70 % | 60'000 | 60'000 | 57'687 | 60'000 | 58'201 CHF | 61'015 CHF | 100.00% | 100.00% |
15.05.2025 | 0.79% | 100.80 % | 101.60 % | 60'000 | 60'000 | 60'000 | 60'000 | 60'446 CHF | 60'926 CHF | 100.00% | 100.00% |