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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22/05/2025 | 5.86% | 0.17 CHF | 0.18 CHF | 900,000 | 300,000 | 904,538 | 304,538 | 149,827 CHF | 53,463 CHF | 98.99% | 98.99% |
21/05/2025 | 5.16% | 0.19 CHF | 0.20 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 170,193 CHF | 59,731 CHF | 99.17% | 99.17% |
20/05/2025 | 4.76% | 0.21 CHF | 0.22 CHF | 900,000 | 300,000 | 893,187 | 297,729 | 183,465 CHF | 64,132 CHF | 99.17% | 99.17% |
19/05/2025 | 5.52% | 0.18 CHF | 0.19 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 158,820 CHF | 55,940 CHF | 99.17% | 99.17% |
16/05/2025 | 5.21% | 0.18 CHF | 0.19 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 168,524 CHF | 59,175 CHF | 99.17% | 99.17% |
15/05/2025 | 4.96% | 0.21 CHF | 0.22 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 177,170 CHF | 62,057 CHF | 99.17% | 99.17% |
14/05/2025 | 4.34% | 0.22 CHF | 0.23 CHF | 900,000 | 300,000 | 808,821 | 269,607 | 181,972 CHF | 63,353 CHF | 99.15% | 99.15% |
13/05/2025 | 3.84% | 0.25 CHF | 0.26 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 191,782 CHF | 66,428 CHF | 99.27% | 99.27% |
12/05/2025 | 4.10% | 0.25 CHF | 0.26 CHF | 750,000 | 250,000 | 763,760 | 254,592 | 182,791 CHF | 63,478 CHF | 96.72% | 96.72% |
09/05/2025 | 5.46% | 0.18 CHF | 0.19 CHF | 900,000 | 300,000 | 899,988 | 300,000 | 160,464 CHF | 56,489 CHF | 99.15% | 99.15% |