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 |
---|---|---|---|---|---|---|---|---|---|---|---|
20/05/2025 | 3.19% | 0.31 CHF | 0.32 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 185,371 CHF | 63,790 CHF | 99.22% | 99.22% |
19/05/2025 | 2.95% | 0.32 CHF | 0.33 CHF | 600,000 | 200,000 | 556,554 | 185,518 | 185,342 CHF | 63,636 CHF | 98.22% | 98.22% |
16/05/2025 | 2.75% | 0.34 CHF | 0.35 CHF | 600,000 | 200,000 | 476,014 | 158,671 | 170,288 CHF | 58,349 CHF | 99.22% | 99.22% |
15/05/2025 | 2.83% | 0.35 CHF | 0.36 CHF | 450,000 | 150,000 | 489,579 | 163,193 | 170,415 CHF | 58,437 CHF | 99.22% | 99.22% |
14/05/2025 | 2.26% | 0.44 CHF | 0.45 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 196,588 CHF | 67,029 CHF | 99.22% | 99.22% |
13/05/2025 | 2.25% | 0.44 CHF | 0.45 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 197,946 CHF | 67,482 CHF | 98.88% | 98.88% |
12/05/2025 | 2.26% | 0.42 CHF | 0.43 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 197,277 CHF | 67,259 CHF | 96.76% | 96.76% |
09/05/2025 | 2.56% | 0.40 CHF | 0.41 CHF | 450,000 | 150,000 | 451,375 | 150,458 | 173,869 CHF | 59,461 CHF | 99.21% | 99.21% |
08/05/2025 | 2.79% | 0.36 CHF | 0.37 CHF | 450,000 | 150,000 | 502,508 | 167,503 | 176,995 CHF | 60,673 CHF | 99.22% | 99.22% |
07/05/2025 | 3.03% | 0.32 CHF | 0.33 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 195,046 CHF | 67,016 CHF | 99.22% | 99.22% |