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 | 3.11% | 0.31 CHF | 0.32 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 142'544 CHF | 49'015 CHF | 99.16% | 99.16% |
23.05.2025 | 3.34% | 0.28 CHF | 0.29 CHF | 600'000 | 200'000 | 593'922 | 197'974 | 174'786 CHF | 60'242 CHF | 96.02% | 96.02% |
22.05.2025 | 3.38% | 0.29 CHF | 0.30 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 174'742 CHF | 60'248 CHF | 99.08% | 99.08% |
21.05.2025 | 3.27% | 0.30 CHF | 0.31 CHF | 600'000 | 200'000 | 589'260 | 196'420 | 177'326 CHF | 61'073 CHF | 99.17% | 99.17% |
20.05.2025 | 3.26% | 0.31 CHF | 0.32 CHF | 450'000 | 150'000 | 553'072 | 184'357 | 166'379 CHF | 57'303 CHF | 99.17% | 99.17% |
19.05.2025 | 3.52% | 0.29 CHF | 0.30 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 167'531 CHF | 57'844 CHF | 99.17% | 99.17% |
16.05.2025 | 3.37% | 0.28 CHF | 0.29 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 175'091 CHF | 60'364 CHF | 99.17% | 99.17% |
15.05.2025 | 3.48% | 0.29 CHF | 0.30 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 169'432 CHF | 58'477 CHF | 99.17% | 99.17% |
14.05.2025 | 3.52% | 0.29 CHF | 0.30 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 167'955 CHF | 57'985 CHF | 99.16% | 99.16% |
13.05.2025 | 3.65% | 0.27 CHF | 0.28 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 161'508 CHF | 55'836 CHF | 99.27% | 99.27% |