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 | 3.94% | 0.24 CHF | 0.25 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 223,816 CHF | 77,606 CHF | 89.10% | 89.10% |
20/05/2025 | 3.72% | 0.26 CHF | 0.27 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 237,513 CHF | 82,171 CHF | 99.22% | 99.22% |
19/05/2025 | 3.77% | 0.26 CHF | 0.27 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 234,134 CHF | 81,045 CHF | 98.22% | 98.22% |
16/05/2025 | 3.69% | 0.28 CHF | 0.29 CHF | 900,000 | 300,000 | 900,000 | 300,000 | 239,621 CHF | 82,874 CHF | 99.22% | 99.22% |
15/05/2025 | 4.05% | 0.24 CHF | 0.25 CHF | 900,000 | 300,000 | 925,679 | 325,679 | 224,182 CHF | 81,995 CHF | 99.22% | 99.22% |
14/05/2025 | 3.79% | 0.25 CHF | 0.26 CHF | 900,000 | 300,000 | 912,417 | 312,417 | 236,363 CHF | 83,989 CHF | 99.22% | 99.22% |
13/05/2025 | 2.38% | 0.40 CHF | 0.41 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 311,136 CHF | 106,212 CHF | 98.88% | 98.88% |
12/05/2025 | 2.35% | 0.42 CHF | 0.43 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 315,850 CHF | 107,783 CHF | 96.76% | 96.76% |
09/05/2025 | 2.29% | 0.42 CHF | 0.43 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 323,579 CHF | 110,360 CHF | 99.23% | 99.23% |
08/05/2025 | 2.43% | 0.42 CHF | 0.43 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 305,446 CHF | 104,315 CHF | 99.21% | 99.21% |