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 | 1.45% | 0.71 CHF | 0.72 CHF | 1,000,000 | 300,000 | 1,000,000 | 300,000 | 685,280 CHF | 208,584 CHF | 99.17% | 99.17% |
19/05/2025 | 1.64% | 0.63 CHF | 0.64 CHF | 1,000,000 | 300,000 | 1,000,000 | 300,000 | 604,196 CHF | 184,259 CHF | 99.16% | 99.16% |
16/05/2025 | 1.63% | 0.59 CHF | 0.60 CHF | 1,000,000 | 300,000 | 1,000,000 | 300,000 | 609,466 CHF | 185,840 CHF | 99.17% | 99.17% |
15/05/2025 | 2.13% | 0.51 CHF | 0.52 CHF | 1,000,000 | 300,000 | 1,000,000 | 300,000 | 466,603 CHF | 142,981 CHF | 99.17% | 99.17% |
14/05/2025 | 2.12% | 0.44 CHF | 0.45 CHF | 1,000,000 | 300,000 | 1,000,000 | 300,000 | 467,813 CHF | 143,344 CHF | 99.17% | 99.17% |
13/05/2025 | 1.78% | 0.49 CHF | 0.50 CHF | 1,000,000 | 300,000 | 1,000,000 | 300,000 | 558,875 CHF | 170,663 CHF | 98.28% | 98.28% |
12/05/2025 | 2.05% | 0.56 CHF | 0.57 CHF | 1,000,000 | 300,000 | 1,000,000 | 300,000 | 485,316 CHF | 148,595 CHF | 98.33% | 98.33% |
09/05/2025 | 1.90% | 0.50 CHF | 0.51 CHF | 1,000,000 | 300,000 | 1,000,000 | 300,000 | 520,742 CHF | 159,222 CHF | 98.66% | 98.66% |
08/05/2025 | 1.76% | 0.52 CHF | 0.53 CHF | 1,000,000 | 300,000 | 1,000,000 | 300,000 | 564,102 CHF | 172,231 CHF | 98.96% | 98.96% |
07/05/2025 | 1.66% | 0.57 CHF | 0.58 CHF | 1,000,000 | 300,000 | 1,000,000 | 300,000 | 595,963 CHF | 181,789 CHF | 99.17% | 99.17% |