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 | 1.95% | 0.53 CHF | 0.54 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 509,125 CHF | 207,650 CHF | 99.22% | 99.22% |
20/05/2025 | 1.98% | 0.52 CHF | 0.53 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 499,904 CHF | 203,961 CHF | 99.22% | 99.22% |
19/05/2025 | 2.15% | 0.47 CHF | 0.48 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 459,192 CHF | 187,677 CHF | 98.22% | 98.22% |
16/05/2025 | 2.15% | 0.44 CHF | 0.45 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 461,545 CHF | 188,618 CHF | 99.21% | 99.21% |
15/05/2025 | 2.30% | 0.45 CHF | 0.46 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 429,952 CHF | 175,981 CHF | 99.22% | 99.22% |
14/05/2025 | 2.38% | 0.41 CHF | 0.42 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 414,736 CHF | 169,894 CHF | 99.23% | 99.23% |
13/05/2025 | 2.24% | 0.41 CHF | 0.42 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 442,492 CHF | 180,997 CHF | 98.88% | 98.88% |
12/05/2025 | 2.18% | 0.45 CHF | 0.46 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 454,011 CHF | 185,604 CHF | 96.75% | 96.75% |
09/05/2025 | 1.94% | 0.51 CHF | 0.52 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 511,592 CHF | 208,637 CHF | 99.21% | 99.21% |
08/05/2025 | 1.89% | 0.50 CHF | 0.51 CHF | 1,000,000 | 400,000 | 1,000,000 | 400,000 | 523,634 CHF | 213,454 CHF | 99.22% | 99.22% |