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 | 2.36% | 0.42 CHF | 0.43 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 418,710 CHF | 171,484 CHF | 99.20% | 99.20% |
20/05/2025 | 2.32% | 0.44 CHF | 0.45 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 427,258 CHF | 174,903 CHF | 99.22% | 99.22% |
19/05/2025 | 2.48% | 0.40 CHF | 0.41 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 398,562 CHF | 163,425 CHF | 98.22% | 98.22% |
16/05/2025 | 2.56% | 0.39 CHF | 0.40 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 385,210 CHF | 158,084 CHF | 99.21% | 99.21% |
15/05/2025 | 2.87% | 0.36 CHF | 0.37 CHF | 1,000,000 | 400,000 | 1,000,000 | 433,315 | 343,795 CHF | 152,830 CHF | 99.22% | 99.22% |
14/05/2025 | 2.70% | 0.33 CHF | 0.34 CHF | 1,000,000 | 500,000 | 1,000,000 | 405,531 | 365,892 CHF | 152,244 CHF | 99.22% | 99.22% |
13/05/2025 | 2.44% | 0.37 CHF | 0.38 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 405,555 CHF | 166,222 CHF | 98.88% | 98.88% |
12/05/2025 | 2.86% | 0.43 CHF | 0.44 CHF | 1,000,000 | 400,000 | 1,000,000 | 474,620 | 348,482 CHF | 168,633 CHF | 96.75% | 96.75% |
09/05/2025 | 2.36% | 0.41 CHF | 0.42 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 419,738 CHF | 171,895 CHF | 99.18% | 99.18% |
08/05/2025 | 2.16% | 0.44 CHF | 0.45 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 457,688 CHF | 187,075 CHF | 99.22% | 99.22% |