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 | 1.29% | 0.79 CHF | 0.80 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 231,941 CHF | 78,314 CHF | 99.22% | 99.22% |
20/05/2025 | 1.24% | 0.79 CHF | 0.80 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 239,600 CHF | 80,867 CHF | 99.22% | 99.22% |
19/05/2025 | 1.23% | 0.82 CHF | 0.83 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 242,047 CHF | 81,683 CHF | 98.20% | 98.20% |
16/05/2025 | 1.25% | 0.82 CHF | 0.83 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 237,702 CHF | 80,234 CHF | 99.21% | 99.21% |
15/05/2025 | 1.35% | 0.74 CHF | 0.75 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 221,487 CHF | 74,829 CHF | 99.22% | 99.22% |
14/05/2025 | 1.33% | 0.75 CHF | 0.76 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 224,635 CHF | 75,878 CHF | 99.22% | 99.22% |
13/05/2025 | 1.39% | 0.75 CHF | 0.76 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 214,426 CHF | 72,475 CHF | 98.89% | 98.89% |
12/05/2025 | 1.49% | 0.67 CHF | 0.68 CHF | 300,000 | 100,000 | 300,000 | 100,000 | 199,875 CHF | 67,625 CHF | 96.78% | 96.78% |
09/05/2025 | 1.72% | 0.59 CHF | 0.60 CHF | 300,000 | 100,000 | 373,348 | 124,449 | 214,880 CHF | 72,871 CHF | 99.22% | 99.22% |
08/05/2025 | 1.84% | 0.54 CHF | 0.55 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 241,739 CHF | 82,080 CHF | 99.22% | 99.22% |