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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 15.37% | 0.06 CHF | 0.07 CHF | 2'568'500 | 2'568'500 | 2'565'410 | 2'565'410 | 154'437 CHF | 180'115 CHF | 100.00% | 100.00% |
15.05.2024 | 13.21% | 0.07 CHF | 0.08 CHF | 2'480'300 | 2'480'300 | 2'473'850 | 2'473'850 | 175'895 CHF | 200'698 CHF | 100.00% | 100.00% |
14.05.2024 | 12.38% | 0.08 CHF | 0.09 CHF | 2'657'200 | 2'657'200 | 2'722'680 | 2'722'680 | 206'411 CHF | 233'638 CHF | 99.71% | 99.71% |
13.05.2024 | 12.93% | 0.07 CHF | 0.08 CHF | 2'500'700 | 2'500'700 | 2'500'700 | 2'500'700 | 181'130 CHF | 206'137 CHF | 99.49% | 99.49% |
10.05.2024 | 12.53% | 0.08 CHF | 0.09 CHF | 2'345'800 | 2'345'800 | 2'345'800 | 2'345'800 | 175'518 CHF | 198'976 CHF | 100.00% | 100.00% |
08.05.2024 | 11.78% | 0.08 CHF | 0.09 CHF | 2'362'800 | 2'362'800 | 2'362'800 | 2'362'800 | 188'775 CHF | 212'403 CHF | 98.62% | 98.62% |
07.05.2024 | 11.69% | 0.08 CHF | 0.09 CHF | 2'213'600 | 2'213'600 | 2'213'510 | 2'213'510 | 178'418 CHF | 200'554 CHF | 99.42% | 99.42% |
06.05.2024 | 11.11% | 0.09 CHF | 0.10 CHF | 2'153'500 | 2'153'500 | 2'157'200 | 2'157'200 | 183'362 CHF | 204'934 CHF | 100.00% | 100.00% |
03.05.2024 | 10.75% | 0.09 CHF | 0.10 CHF | 2'053'900 | 2'053'900 | 2'047'820 | 2'047'820 | 180'375 CHF | 200'853 CHF | 100.00% | 100.00% |
02.05.2024 | 11.13% | 0.09 CHF | 0.10 CHF | 2'366'200 | 2'366'200 | 2'318'190 | 2'318'190 | 197'004 CHF | 220'185 CHF | 98.56% | 98.56% |