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 |
---|---|---|---|---|---|---|---|---|---|---|---|
20/05/2025 | 2.56% | 0.39 CHF | 0.40 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 173,714 CHF | 59,405 CHF | 99.22% | 99.22% |
19/05/2025 | 2.58% | 0.38 CHF | 0.39 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 172,049 CHF | 58,850 CHF | 98.20% | 98.20% |
16/05/2025 | 2.34% | 0.42 CHF | 0.43 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 190,083 CHF | 64,861 CHF | 99.21% | 99.21% |
15/05/2025 | 2.28% | 0.43 CHF | 0.44 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 194,946 CHF | 66,482 CHF | 99.22% | 99.22% |
14/05/2025 | 2.21% | 0.45 CHF | 0.46 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 201,089 CHF | 68,530 CHF | 99.22% | 99.22% |
13/05/2025 | 2.15% | 0.46 CHF | 0.47 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 207,502 CHF | 70,667 CHF | 98.89% | 98.89% |
12/05/2025 | 2.19% | 0.45 CHF | 0.46 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 203,379 CHF | 69,293 CHF | 96.78% | 96.78% |
09/05/2025 | 2.41% | 0.40 CHF | 0.41 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 184,453 CHF | 62,984 CHF | 99.22% | 99.22% |
08/05/2025 | 2.37% | 0.42 CHF | 0.43 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 187,575 CHF | 64,025 CHF | 99.22% | 99.22% |
07/05/2025 | 2.22% | 0.42 CHF | 0.43 CHF | 450,000 | 150,000 | 450,000 | 150,000 | 200,503 CHF | 68,334 CHF | 99.22% | 99.22% |