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 | 2.73% | 0.37 CHF | 0.38 CHF | 200'000 | 200'000 | 159'494 | 108'999 | 58'025 CHF | 40'884 CHF | 99.99% | 99.99% |
26.05.2025 | 2.84% | 0.34 CHF | 0.35 CHF | 160'000 | 65'000 | 151'494 | 65'000 | 52'655 CHF | 23'247 CHF | 100.00% | 100.00% |
23.05.2025 | 2.75% | 0.41 CHF | 0.42 CHF | 200'000 | 200'000 | 163'503 | 107'190 | 59'279 CHF | 41'206 CHF | 99.90% | 99.90% |
22.05.2025 | 3.17% | 0.33 CHF | 0.34 CHF | 200'000 | 200'000 | 180'489 | 109'910 | 56'420 CHF | 35'827 CHF | 100.00% | 100.00% |
21.05.2025 | 3.64% | 0.23 CHF | 0.24 CHF | 275'000 | 275'000 | 221'880 | 144'267 | 54'702 CHF | 36'930 CHF | 100.00% | 100.00% |
20.05.2025 | 3.65% | 0.22 CHF | 0.23 CHF | 225'000 | 200'000 | 245'919 | 104'681 | 52'968 CHF | 23'503 CHF | 99.96% | 99.96% |
19.05.2025 | 3.66% | 0.22 CHF | 0.23 CHF | 225'000 | 200'000 | 241'610 | 104'601 | 52'753 CHF | 24'218 CHF | 100.00% | 100.00% |
16.05.2025 | 5.02% | 0.18 CHF | 0.19 CHF | 300'000 | 200'000 | 341'378 | 105'093 | 53'125 CHF | 17'530 CHF | 100.00% | 100.00% |
15.05.2025 | 4.49% | 0.15 CHF | 0.16 CHF | 350'000 | 200'000 | 301'841 | 105'051 | 52'802 CHF | 19'049 CHF | 100.00% | 100.00% |
14.05.2025 | 5.39% | 0.15 CHF | 0.16 CHF | 350'000 | 190'000 | 367'302 | 98'963 | 53'010 CHF | 14'879 CHF | 100.00% | 100.00% |