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 | 1.82% | 0.53 CHF | 0.54 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 245,517 CHF | 83,339 CHF | 99.22% | 99.22% |
20/05/2025 | 1.70% | 0.58 CHF | 0.59 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 262,782 CHF | 89,094 CHF | 99.22% | 99.22% |
19/05/2025 | 1.79% | 0.57 CHF | 0.58 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 249,773 CHF | 84,758 CHF | 98.21% | 98.21% |
16/05/2025 | 1.78% | 0.54 CHF | 0.55 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 251,159 CHF | 85,220 CHF | 99.20% | 99.20% |
15/05/2025 | 1.80% | 0.56 CHF | 0.57 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 247,742 CHF | 84,081 CHF | 99.22% | 99.22% |
14/05/2025 | 1.79% | 0.54 CHF | 0.55 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 248,647 CHF | 84,382 CHF | 99.22% | 99.22% |
13/05/2025 | 1.88% | 0.56 CHF | 0.57 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 237,299 CHF | 80,600 CHF | 98.89% | 98.89% |
12/05/2025 | 1.94% | 0.48 CHF | 0.49 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 229,464 CHF | 77,988 CHF | 96.78% | 96.78% |
09/05/2025 | 2.21% | 0.45 CHF | 0.46 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 200,963 CHF | 68,488 CHF | 99.22% | 99.22% |
08/05/2025 | 2.27% | 0.43 CHF | 0.44 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 195,936 CHF | 66,812 CHF | 99.22% | 99.22% |