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 |
---|---|---|---|---|---|---|---|---|---|---|---|
21/05/2025 | 0.60% | 10.86 CHF | 10.93 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 216,885 CHF | 218,185 CHF | 100.00% | 100.00% |
20/05/2025 | 0.60% | 10.94 CHF | 11.00 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 219,131 CHF | 220,451 CHF | 100.00% | 100.00% |
19/05/2025 | 0.60% | 10.92 CHF | 10.99 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 217,680 CHF | 218,987 CHF | 99.98% | 99.98% |
16/05/2025 | 0.60% | 10.97 CHF | 11.04 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 218,569 CHF | 219,887 CHF | 100.00% | 100.00% |
15/05/2025 | 0.60% | 10.86 CHF | 10.93 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 216,414 CHF | 217,714 CHF | 99.66% | 99.66% |
14/05/2025 | 0.60% | 10.87 CHF | 10.94 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 216,925 CHF | 218,226 CHF | 100.00% | 100.00% |
13/05/2025 | 0.60% | 10.88 CHF | 10.95 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 216,218 CHF | 217,518 CHF | 74.37% | 74.37% |
12/05/2025 | 0.60% | 10.75 CHF | 10.81 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 216,757 CHF | 218,059 CHF | 99.56% | 99.56% |
09/05/2025 | 0.60% | 10.55 CHF | 10.61 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 210,641 CHF | 211,904 CHF | 99.90% | 99.90% |
08/05/2025 | 0.60% | 10.43 CHF | 10.49 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 209,283 CHF | 210,543 CHF | 99.96% | 99.96% |