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 | 3.47% | 0.28 CHF | 0.29 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 255,189 CHF | 88,063 CHF | 99.22% | 99.22% |
20/05/2025 | 3.30% | 0.30 CHF | 0.31 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 268,428 CHF | 92,476 CHF | 99.22% | 99.22% |
19/05/2025 | 3.34% | 0.30 CHF | 0.31 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 264,725 CHF | 91,242 CHF | 98.22% | 98.22% |
16/05/2025 | 3.26% | 0.31 CHF | 0.32 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 272,155 CHF | 93,719 CHF | 99.22% | 99.22% |
15/05/2025 | 3.54% | 0.28 CHF | 0.29 CHF | 900,000 | 300,000 | 906,773 | 306,773 | 251,560 CHF | 88,095 CHF | 99.22% | 99.22% |
14/05/2025 | 3.38% | 0.28 CHF | 0.29 CHF | 900,000 | 300,000 | 900,099 | 300,076 | 261,899 CHF | 90,312 CHF | 99.21% | 99.21% |
13/05/2025 | 2.20% | 0.44 CHF | 0.45 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 337,743 CHF | 115,081 CHF | 98.88% | 98.88% |
12/05/2025 | 2.18% | 0.46 CHF | 0.47 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 341,056 CHF | 116,185 CHF | 96.76% | 96.76% |
09/05/2025 | 2.13% | 0.46 CHF | 0.47 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 348,744 CHF | 118,748 CHF | 99.21% | 99.21% |
08/05/2025 | 2.25% | 0.45 CHF | 0.46 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 329,802 CHF | 112,434 CHF | 99.22% | 99.22% |