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 | 0.36% | 2.74 CHF | 2.75 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 617'117 CHF | 206'456 CHF | 99.05% | 99.05% |
26.05.2025 | 0.39% | 2.56 CHF | 2.57 CHF | 300'000 | 100'000 | 280'839 | 93'602 | 718'723 CHF | 240'482 CHF | 98.98% | 98.98% |
23.05.2025 | 0.42% | 2.37 CHF | 2.38 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 706'238 CHF | 236'413 CHF | 94.08% | 94.08% |
22.05.2025 | 0.42% | 2.38 CHF | 2.39 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 718'416 CHF | 240'472 CHF | 98.80% | 98.80% |
21.05.2025 | 0.41% | 2.47 CHF | 2.48 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 728'451 CHF | 243'817 CHF | 98.78% | 98.78% |
20.05.2025 | 0.42% | 2.39 CHF | 2.40 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 706'975 CHF | 236'658 CHF | 99.24% | 99.24% |
19.05.2025 | 0.45% | 2.28 CHF | 2.29 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 668'208 CHF | 223'736 CHF | 99.13% | 99.13% |
16.05.2025 | 0.46% | 2.20 CHF | 2.21 CHF | 300'000 | 100'000 | 299'985 | 100'000 | 655'820 CHF | 219'618 CHF | 97.98% | 97.98% |
15.05.2025 | 0.49% | 2.07 CHF | 2.08 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 610'168 CHF | 204'389 CHF | 98.62% | 98.62% |
14.05.2025 | 0.53% | 1.79 CHF | 1.80 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 566'486 CHF | 189'829 CHF | 98.66% | 98.66% |