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 |
---|---|---|---|---|---|---|---|---|---|---|---|
19/05/2025 | 2.29% | 0.45 CHF | 0.46 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 259,240 CHF | 88,414 CHF | 98.20% | 98.20% |
16/05/2025 | 2.24% | 0.44 CHF | 0.45 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 265,592 CHF | 90,531 CHF | 99.20% | 99.20% |
15/05/2025 | 2.41% | 0.42 CHF | 0.43 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 246,260 CHF | 84,087 CHF | 99.22% | 99.22% |
14/05/2025 | 2.51% | 0.43 CHF | 0.44 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 237,223 CHF | 81,074 CHF | 99.22% | 99.22% |
13/05/2025 | 2.52% | 0.39 CHF | 0.40 CHF | 600,000 | 200,000 | 600,000 | 200,000 | 235,135 CHF | 80,378 CHF | 98.89% | 98.89% |
12/05/2025 | 3.01% | 0.33 CHF | 0.34 CHF | 600,000 | 200,000 | 627,865 | 209,288 | 205,494 CHF | 70,591 CHF | 96.77% | 96.77% |
09/05/2025 | 3.97% | 0.24 CHF | 0.25 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 185,398 CHF | 64,299 CHF | 99.22% | 99.22% |
08/05/2025 | 3.74% | 0.25 CHF | 0.26 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 197,002 CHF | 68,168 CHF | 99.21% | 99.21% |
07/05/2025 | 4.11% | 0.22 CHF | 0.23 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 178,873 CHF | 62,124 CHF | 99.22% | 99.22% |
06/05/2025 | 3.92% | 0.26 CHF | 0.27 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 187,798 CHF | 65,099 CHF | 99.05% | 99.05% |