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 | 2.42% | 0.42 CHF | 0.43 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 184,126 CHF | 62,876 CHF | 98.99% | 98.99% |
20/05/2025 | 2.25% | 0.44 CHF | 0.45 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 198,217 CHF | 67,572 CHF | 99.22% | 99.22% |
19/05/2025 | 2.33% | 0.43 CHF | 0.44 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 190,738 CHF | 65,079 CHF | 98.21% | 98.21% |
16/05/2025 | 2.30% | 0.43 CHF | 0.44 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 193,407 CHF | 65,969 CHF | 99.20% | 99.20% |
15/05/2025 | 2.34% | 0.42 CHF | 0.43 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 190,112 CHF | 64,871 CHF | 99.22% | 99.22% |
14/05/2025 | 2.39% | 0.42 CHF | 0.43 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 186,478 CHF | 63,659 CHF | 99.22% | 99.22% |
13/05/2025 | 2.43% | 0.40 CHF | 0.41 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 182,628 CHF | 62,376 CHF | 98.89% | 98.89% |
12/05/2025 | 2.49% | 0.40 CHF | 0.41 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 178,300 CHF | 60,933 CHF | 96.78% | 96.78% |
09/05/2025 | 2.78% | 0.36 CHF | 0.37 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 159,900 CHF | 54,800 CHF | 99.21% | 99.21% |
08/05/2025 | 2.81% | 0.36 CHF | 0.37 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 157,929 CHF | 54,143 CHF | 99.22% | 99.22% |