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 | 1.46% | 0.69 CHF | 0.70 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 613,519 CHF | 207,506 CHF | 99.22% | 99.22% |
20/05/2025 | 1.42% | 0.71 CHF | 0.72 CHF | 750,000 | 250,000 | 842,215 | 280,738 | 586,368 CHF | 198,263 CHF | 99.22% | 99.22% |
19/05/2025 | 1.52% | 0.65 CHF | 0.66 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 586,463 CHF | 198,488 CHF | 98.22% | 98.22% |
16/05/2025 | 1.56% | 0.63 CHF | 0.64 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 571,616 CHF | 193,539 CHF | 99.21% | 99.21% |
15/05/2025 | 1.73% | 0.59 CHF | 0.60 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 516,663 CHF | 175,221 CHF | 99.22% | 99.22% |
14/05/2025 | 1.63% | 0.56 CHF | 0.57 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 548,686 CHF | 185,895 CHF | 99.22% | 99.22% |
13/05/2025 | 1.48% | 0.61 CHF | 0.62 CHF | 900,000 | 300,000 | 892,154 | 297,385 | 598,229 CHF | 202,384 CHF | 98.88% | 98.88% |
12/05/2025 | 1.78% | 0.69 CHF | 0.70 CHF | 900,000 | 300,000 | 921,628 | 321,628 | 517,169 CHF | 183,040 CHF | 96.75% | 96.75% |
09/05/2025 | 1.50% | 0.65 CHF | 0.66 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 597,144 CHF | 202,048 CHF | 99.19% | 99.19% |
08/05/2025 | 1.38% | 0.70 CHF | 0.71 CHF | 900,000 | 300,000 | 894,961 | 298,320 | 645,435 CHF | 218,128 CHF | 99.21% | 99.21% |