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 | 40.52% | 0.02 CHF | 0.03 CHF | 1'972'800 | 1'972'800 | 1'086'050 | 1'086'050 | 21'721 CHF | 32'620 CHF | 100.00% | 100.00% |
15.05.2024 | 40.97% | 0.02 CHF | 0.03 CHF | 2'093'800 | 2'093'800 | 1'145'570 | 1'145'570 | 22'911 CHF | 34'483 CHF | 99.56% | 99.56% |
14.05.2024 | 40.48% | 0.02 CHF | 0.03 CHF | 2'194'900 | 2'194'900 | 1'210'080 | 1'210'080 | 24'202 CHF | 36'326 CHF | 99.98% | 99.98% |
13.05.2024 | 44.06% | 0.02 CHF | 0.03 CHF | 2'195'700 | 2'195'700 | 1'210'430 | 1'210'430 | 22'622 CHF | 34'753 CHF | 100.00% | 100.00% |
10.05.2024 | 40.47% | 0.02 CHF | 0.03 CHF | 2'142'300 | 2'142'300 | 1'168'090 | 1'168'090 | 23'362 CHF | 35'065 CHF | 100.00% | 100.00% |
08.05.2024 | 49.25% | 0.02 CHF | 0.03 CHF | 2'284'300 | 2'284'300 | 1'249'610 | 1'249'610 | 20'206 CHF | 32'727 CHF | 97.89% | 97.89% |
07.05.2024 | 50.54% | 0.02 CHF | 0.03 CHF | 2'321'000 | 2'321'000 | 1'285'450 | 1'285'450 | 19'282 CHF | 32'162 CHF | 98.10% | 98.10% |
06.05.2024 | 50.34% | 0.02 CHF | 0.03 CHF | 2'433'300 | 2'433'300 | 1'341'940 | 1'341'940 | 20'340 CHF | 33'785 CHF | 100.00% | 100.00% |
03.05.2024 | 50.52% | 0.02 CHF | 0.03 CHF | 2'378'500 | 2'378'500 | 1'299'640 | 1'299'640 | 19'495 CHF | 32'516 CHF | 99.98% | 99.98% |
02.05.2024 | 50.52% | 0.02 CHF | 0.03 CHF | 2'486'100 | 2'486'100 | 918'138 | 918'138 | 13'772 CHF | 22'966 CHF | 99.99% | 99.99% |