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 | 0.31% | 3.15 CHF | 3.16 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 63,547 CHF | 63,747 CHF | 99.99% | 99.99% |
20/05/2025 | 0.31% | 3.24 CHF | 3.25 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 63,872 CHF | 64,072 CHF | 100.00% | 100.00% |
19/05/2025 | 0.31% | 3.16 CHF | 3.17 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 63,749 CHF | 63,949 CHF | 99.91% | 99.91% |
16/05/2025 | 0.31% | 3.31 CHF | 3.32 CHF | 20,000 | 20,000 | 20,000 | 19,976 | 65,902 CHF | 66,027 CHF | 100.00% | 100.00% |
15/05/2025 | 0.32% | 3.16 CHF | 3.17 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 62,250 CHF | 62,450 CHF | 100.00% | 100.00% |
14/05/2025 | 0.30% | 3.23 CHF | 3.24 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 65,620 CHF | 65,820 CHF | 100.00% | 100.00% |
13/05/2025 | 0.31% | 3.30 CHF | 3.31 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 64,197 CHF | 64,397 CHF | 97.14% | 97.14% |
12/05/2025 | 0.31% | 3.19 CHF | 3.20 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 64,180 CHF | 64,380 CHF | 99.41% | 99.41% |
09/05/2025 | 0.34% | 2.89 CHF | 2.90 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 58,799 CHF | 58,999 CHF | 99.90% | 99.90% |
08/05/2025 | 0.36% | 2.76 CHF | 2.77 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 55,485 CHF | 55,685 CHF | 97.68% | 97.68% |