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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 9.73% | 0.06 CHF | 0.07 CHF | 500'000 | 50'000 | 473'460 | 30'430 | 47'569 CHF | 3'232 CHF | 99.65% | 99.65% |
14.05.2024 | 8.14% | 0.11 CHF | 0.12 CHF | 460'000 | 50'000 | 428'521 | 30'430 | 50'495 CHF | 3'885 CHF | 99.65% | 99.65% |
13.05.2024 | 6.46% | 0.13 CHF | 0.14 CHF | 390'000 | 50'000 | 339'705 | 30'430 | 50'867 CHF | 4'836 CHF | 99.65% | 99.65% |
10.05.2024 | 6.13% | 0.19 CHF | 0.20 CHF | 270'000 | 50'000 | 322'618 | 30'328 | 51'001 CHF | 5'247 CHF | 98.60% | 98.60% |
08.05.2024 | 4.95% | 0.21 CHF | 0.22 CHF | 240'000 | 50'000 | 256'226 | 30'429 | 50'481 CHF | 6'377 CHF | 99.65% | 99.65% |
07.05.2024 | 5.25% | 0.20 CHF | 0.21 CHF | 250'000 | 50'000 | 274'178 | 30'440 | 50'830 CHF | 5'952 CHF | 99.45% | 99.45% |
06.05.2024 | 4.71% | 0.21 CHF | 0.22 CHF | 240'000 | 50'000 | 242'987 | 30'452 | 50'380 CHF | 6'596 CHF | 99.26% | 99.26% |
03.05.2024 | 5.42% | 0.17 CHF | 0.18 CHF | 300'000 | 50'000 | 283'556 | 30'444 | 50'910 CHF | 5'748 CHF | 98.98% | 98.98% |
02.05.2024 | 2.44% | 0.39 CHF | 0.40 CHF | 130'000 | 50'000 | 130'096 | 30'430 | 52'654 CHF | 12'584 CHF | 99.66% | 99.66% |
30.04.2024 | 2.77% | 0.36 CHF | 0.37 CHF | 140'000 | 50'000 | 144'681 | 30'430 | 51'482 CHF | 11'110 CHF | 99.65% | 99.65% |