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 |
---|---|---|---|---|---|---|---|---|---|---|---|
27.05.2025 | 0.99% | 80.20 % | 81.00 % | 105'000 | 105'000 | 105'029 | 105'029 | 84'274 CHF | 85'114 CHF | 99.54% | 99.54% |
26.05.2025 | 0.87% | 79.80 % | 80.50 % | 110'000 | 110'000 | 106'063 | 106'063 | 84'572 CHF | 85'315 CHF | 99.22% | 99.22% |
23.05.2025 | 1.39% | 78.19 % | 79.38 % | 10'000 | 10'000 | 67'119 | 67'119 | 53'660 CHF | 54'241 CHF | 99.73% | 99.73% |
22.05.2025 | 1.03% | 79.90 % | 80.70 % | 105'000 | 105'000 | 108'800 | 108'800 | 87'311 CHF | 88'209 CHF | 94.09% | 94.09% |
21.05.2025 | 0.97% | 82.50 % | 83.30 % | 105'000 | 105'000 | 107'160 | 107'160 | 88'386 CHF | 89'243 CHF | 99.35% | 99.35% |
20.05.2025 | 0.97% | 83.80 % | 84.60 % | 105'000 | 105'000 | 105'000 | 105'000 | 86'099 CHF | 86'939 CHF | 99.57% | 99.57% |
19.05.2025 | 0.98% | 81.20 % | 82.00 % | 105'000 | 105'000 | 105'000 | 105'000 | 84'948 CHF | 85'788 CHF | 100.00% | 100.00% |
16.05.2025 | 0.98% | 81.30 % | 82.10 % | 105'000 | 105'000 | 105'386 | 105'386 | 86'001 CHF | 86'844 CHF | 100.00% | 100.00% |
15.05.2025 | 0.97% | 81.50 % | 82.30 % | 105'000 | 105'000 | 105'000 | 105'000 | 86'051 CHF | 86'891 CHF | 93.25% | 93.25% |
14.05.2025 | 0.93% | 84.90 % | 85.70 % | 105'000 | 105'000 | 105'000 | 105'000 | 89'929 CHF | 90'769 CHF | 100.00% | 100.00% |