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 | 2.09% | 0.48 CHF | 0.49 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 355,311 CHF | 120,937 CHF | 99.22% | 99.22% |
20/05/2025 | 2.14% | 0.47 CHF | 0.48 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 346,490 CHF | 117,997 CHF | 99.22% | 99.22% |
19/05/2025 | 2.24% | 0.45 CHF | 0.46 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 331,225 CHF | 112,908 CHF | 98.22% | 98.22% |
16/05/2025 | 2.38% | 0.42 CHF | 0.43 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 311,533 CHF | 106,344 CHF | 99.22% | 99.22% |
15/05/2025 | 2.56% | 0.41 CHF | 0.42 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 289,070 CHF | 98,857 CHF | 99.22% | 99.22% |
14/05/2025 | 2.72% | 0.34 CHF | 0.35 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 272,464 CHF | 93,321 CHF | 99.23% | 99.23% |
13/05/2025 | 2.61% | 0.36 CHF | 0.37 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 283,603 CHF | 97,034 CHF | 98.88% | 98.88% |
12/05/2025 | 2.63% | 0.37 CHF | 0.38 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 282,221 CHF | 96,574 CHF | 96.75% | 96.75% |
09/05/2025 | 2.24% | 0.44 CHF | 0.45 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 330,601 CHF | 112,700 CHF | 99.22% | 99.22% |
08/05/2025 | 2.16% | 0.44 CHF | 0.45 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 343,284 CHF | 116,928 CHF | 99.22% | 99.22% |