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 |
---|---|---|---|---|---|---|---|---|---|---|---|
21.05.2024 | 2.23% | 0.24 CHF | 0.24 CHF | 2'218'300 | 2'218'300 | 2'277'200 | 2'277'200 | 506'003 CHF | 517'397 CHF | 100.00% | 100.00% |
17.05.2024 | 2.57% | 0.21 CHF | 0.22 CHF | 2'456'200 | 2'456'200 | 2'726'050 | 2'726'050 | 524'186 CHF | 537'816 CHF | 100.00% | 100.00% |
16.05.2024 | 2.69% | 0.18 CHF | 0.19 CHF | 2'758'000 | 2'758'000 | 2'891'840 | 2'891'840 | 531'085 CHF | 545'554 CHF | 100.00% | 100.00% |
15.05.2024 | 2.90% | 0.19 CHF | 0.19 CHF | 2'911'000 | 2'911'000 | 2'982'150 | 2'982'150 | 508'737 CHF | 523'687 CHF | 99.83% | 99.83% |
14.05.2024 | 3.20% | 0.16 CHF | 0.16 CHF | 3'000'000 | 3'000'000 | 2'999'720 | 2'999'720 | 461'103 CHF | 476'103 CHF | 99.89% | 99.89% |
13.05.2024 | 3.23% | 0.14 CHF | 0.15 CHF | 3'000'000 | 3'000'000 | 2'755'100 | 2'755'100 | 419'484 CHF | 433'259 CHF | 99.45% | 99.45% |
10.05.2024 | 2.79% | 0.17 CHF | 0.18 CHF | 2'723'500 | 2'723'500 | 2'968'120 | 2'968'120 | 525'516 CHF | 540'357 CHF | 100.00% | 100.00% |
08.05.2024 | 3.61% | 0.14 CHF | 0.14 CHF | 3'000'000 | 3'000'000 | 2'999'650 | 2'999'650 | 407'859 CHF | 422'859 CHF | 99.29% | 99.29% |
07.05.2024 | 3.55% | 0.14 CHF | 0.14 CHF | 3'000'000 | 3'000'000 | 2'998'430 | 2'998'430 | 415'798 CHF | 430'798 CHF | 100.00% | 100.00% |
06.05.2024 | 3.47% | 0.14 CHF | 0.15 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 424'516 CHF | 439'516 CHF | 100.00% | 100.00% |