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 | 0.28% | 3.56 CHF | 3.57 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 176,173 CHF | 176,673 CHF | 99.99% | 99.99% |
20/05/2025 | 0.33% | 3.33 CHF | 3.34 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 150,692 CHF | 151,192 CHF | 99.88% | 99.88% |
19/05/2025 | 0.33% | 2.94 CHF | 2.95 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 224,788 CHF | 225,538 CHF | 84.24% | 84.24% |
16/05/2025 | 0.38% | 2.53 CHF | 2.54 CHF | 50,000 | 50,000 | 50,000 | 49,999 | 131,223 CHF | 131,722 CHF | 100.00% | 100.00% |
15/05/2025 | 0.40% | 2.80 CHF | 2.81 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 188,979 CHF | 189,729 CHF | 98.86% | 98.86% |
14/05/2025 | 0.35% | 2.57 CHF | 2.58 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 143,154 CHF | 143,654 CHF | 99.95% | 99.95% |
13/05/2025 | 0.32% | 3.13 CHF | 3.14 CHF | 50,000 | 50,000 | 49,991 | 49,991 | 157,825 CHF | 158,325 CHF | 99.17% | 99.17% |
12/05/2025 | 0.33% | 3.05 CHF | 3.06 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 149,470 CHF | 149,970 CHF | 99.74% | 99.74% |
09/05/2025 | 0.26% | 3.89 CHF | 3.90 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 189,957 CHF | 190,457 CHF | 99.90% | 99.90% |
08/05/2025 | 0.25% | 4.02 CHF | 4.03 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 196,259 CHF | 196,759 CHF | 99.45% | 99.45% |