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 |
---|---|---|---|---|---|---|---|---|---|---|---|
20/05/2025 | 15.35% | 0.08 CHF | 0.09 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 40,296 CHF | 47,002 CHF | 100.00% | 100.00% |
19/05/2025 | 21.34% | 0.08 CHF | 0.10 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 41,882 CHF | 51,882 CHF | 99.92% | 99.92% |
16/05/2025 | 22.19% | 0.08 CHF | 0.10 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 40,095 CHF | 50,095 CHF | 99.25% | 99.25% |
15/05/2025 | 21.16% | 0.08 CHF | 0.10 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 42,272 CHF | 52,272 CHF | 100.00% | 100.00% |
14/05/2025 | 22.31% | 0.08 CHF | 0.10 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 39,828 CHF | 49,828 CHF | 99.85% | 99.85% |
13/05/2025 | 21.67% | 0.08 CHF | 0.10 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 41,174 CHF | 51,174 CHF | 100.00% | 100.00% |
12/05/2025 | 19.26% | 0.09 CHF | 0.11 CHF | 500,000 | 500,000 | 497,018 | 497,018 | 47,331 CHF | 57,285 CHF | 100.00% | 100.00% |
09/05/2025 | 16.58% | 0.11 CHF | 0.13 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 55,316 CHF | 65,316 CHF | 99.32% | 99.32% |
08/05/2025 | 16.03% | 0.12 CHF | 0.14 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 57,397 CHF | 67,397 CHF | 99.02% | 99.02% |
07/05/2025 | 15.03% | 0.12 CHF | 0.14 CHF | 500,000 | 500,000 | 500,000 | 500,000 | 61,556 CHF | 71,556 CHF | 100.00% | 100.00% |