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 | 2.37% | 0.43 CHF | 0.44 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 312,507 CHF | 106,669 CHF | 99.22% | 99.22% |
19/05/2025 | 2.43% | 0.41 CHF | 0.42 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 304,877 CHF | 104,126 CHF | 98.20% | 98.20% |
16/05/2025 | 2.40% | 0.40 CHF | 0.41 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 308,861 CHF | 105,454 CHF | 99.22% | 99.22% |
15/05/2025 | 2.36% | 0.43 CHF | 0.44 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 314,014 CHF | 107,171 CHF | 99.22% | 99.22% |
14/05/2025 | 2.38% | 0.42 CHF | 0.43 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 311,154 CHF | 106,218 CHF | 99.22% | 99.22% |
13/05/2025 | 2.44% | 0.42 CHF | 0.43 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 304,269 CHF | 103,923 CHF | 98.89% | 98.89% |
12/05/2025 | 2.68% | 0.38 CHF | 0.39 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 276,822 CHF | 94,774 CHF | 96.78% | 96.78% |
09/05/2025 | 3.05% | 0.33 CHF | 0.34 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 242,243 CHF | 83,248 CHF | 99.20% | 99.20% |
08/05/2025 | 3.40% | 0.28 CHF | 0.29 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 217,085 CHF | 74,862 CHF | 99.22% | 99.22% |
07/05/2025 | 3.59% | 0.27 CHF | 0.28 CHF | 750,000 | 250,000 | 750,000 | 250,000 | 205,120 CHF | 70,873 CHF | 99.22% | 99.22% |