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 | 3.96% | 0.25 CHF | 0.26 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 148,548 CHF | 51,516 CHF | 99.22% | 99.22% |
20/05/2025 | 3.76% | 0.26 CHF | 0.27 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 156,794 CHF | 54,265 CHF | 99.22% | 99.22% |
19/05/2025 | 3.52% | 0.27 CHF | 0.28 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 167,947 CHF | 57,982 CHF | 98.22% | 98.22% |
16/05/2025 | 3.21% | 0.29 CHF | 0.30 CHF | 600,000 | 200,000 | 548,308 | 182,769 | 167,504 CHF | 57,663 CHF | 99.22% | 99.22% |
15/05/2025 | 3.27% | 0.31 CHF | 0.32 CHF | 600,000 | 200,000 | 581,904 | 193,968 | 174,730 CHF | 60,183 CHF | 99.22% | 99.22% |
14/05/2025 | 2.56% | 0.39 CHF | 0.40 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 173,375 CHF | 59,292 CHF | 99.22% | 99.22% |
13/05/2025 | 2.55% | 0.38 CHF | 0.39 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 174,606 CHF | 59,702 CHF | 98.88% | 98.88% |
12/05/2025 | 2.57% | 0.37 CHF | 0.38 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 172,921 CHF | 59,140 CHF | 96.76% | 96.76% |
09/05/2025 | 2.93% | 0.35 CHF | 0.36 CHF | 450,000 | 150,000 | 455,162 | 151,721 | 153,033 CHF | 52,528 CHF | 99.22% | 99.22% |
08/05/2025 | 3.17% | 0.32 CHF | 0.33 CHF | 600,000 | 200,000 | 566,779 | 188,926 | 175,837 CHF | 60,502 CHF | 99.22% | 99.22% |