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 | 1.58% | 0.63 CHF | 0.64 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 471,473 CHF | 159,658 CHF | 99.22% | 99.22% |
20/05/2025 | 1.52% | 0.66 CHF | 0.67 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 488,338 CHF | 165,279 CHF | 99.22% | 99.22% |
19/05/2025 | 1.58% | 0.63 CHF | 0.64 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 469,580 CHF | 159,027 CHF | 98.20% | 98.20% |
16/05/2025 | 1.57% | 0.63 CHF | 0.64 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 474,693 CHF | 160,731 CHF | 99.22% | 99.22% |
15/05/2025 | 1.55% | 0.65 CHF | 0.66 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 478,842 CHF | 162,114 CHF | 99.22% | 99.22% |
14/05/2025 | 1.56% | 0.64 CHF | 0.65 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 477,271 CHF | 161,590 CHF | 99.22% | 99.22% |
13/05/2025 | 1.64% | 0.61 CHF | 0.62 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 454,824 CHF | 154,108 CHF | 98.89% | 98.89% |
12/05/2025 | 1.68% | 0.57 CHF | 0.58 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 441,564 CHF | 149,688 CHF | 96.78% | 96.78% |
09/05/2025 | 1.71% | 0.58 CHF | 0.59 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 434,619 CHF | 147,373 CHF | 99.22% | 99.22% |
08/05/2025 | 1.71% | 0.56 CHF | 0.57 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 435,590 CHF | 147,697 CHF | 99.22% | 99.22% |