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 | 10.08% | 0.09 CHF | 0.10 CHF | 1'269'000 | 1'269'000 | 1'241'390 | 1'241'390 | 117'281 CHF | 129'706 CHF | 100.00% | 100.00% |
15.05.2024 | 9.31% | 0.10 CHF | 0.11 CHF | 1'284'200 | 1'284'200 | 1'275'540 | 1'275'540 | 131'391 CHF | 144'180 CHF | 100.00% | 100.00% |
14.05.2024 | 9.98% | 0.10 CHF | 0.11 CHF | 1'283'000 | 1'283'000 | 1'283'340 | 1'283'340 | 122'245 CHF | 135'078 CHF | 99.69% | 99.69% |
13.05.2024 | 10.00% | 0.10 CHF | 0.11 CHF | 1'296'000 | 1'296'000 | 1'313'240 | 1'313'240 | 124'797 CHF | 137'929 CHF | 100.00% | 100.00% |
10.05.2024 | 9.71% | 0.10 CHF | 0.11 CHF | 1'352'500 | 1'352'500 | 1'325'550 | 1'325'550 | 129'958 CHF | 143'213 CHF | 100.00% | 100.00% |
08.05.2024 | 11.11% | 0.09 CHF | 0.10 CHF | 1'424'500 | 1'424'500 | 1'418'430 | 1'418'430 | 120'604 CHF | 134'790 CHF | 99.14% | 99.14% |
07.05.2024 | 11.02% | 0.09 CHF | 0.10 CHF | 1'414'100 | 1'414'100 | 1'408'160 | 1'408'160 | 120'848 CHF | 134'931 CHF | 99.64% | 99.64% |
06.05.2024 | 10.70% | 0.09 CHF | 0.10 CHF | 1'446'800 | 1'446'800 | 1'440'830 | 1'440'830 | 127'506 CHF | 141'914 CHF | 100.00% | 100.00% |
03.05.2024 | 10.83% | 0.09 CHF | 0.10 CHF | 1'412'800 | 1'412'800 | 1'407'060 | 1'407'060 | 122'971 CHF | 137'041 CHF | 100.00% | 100.00% |
02.05.2024 | 10.68% | 0.09 CHF | 0.10 CHF | 1'519'500 | 1'519'500 | 1'513'230 | 1'513'230 | 134'255 CHF | 149'388 CHF | 100.00% | 100.00% |