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 | 24.02% | 0.04 CHF | 0.05 CHF | 1'218'100 | 1'218'100 | 1'212'190 | 1'212'190 | 44'601 CHF | 56'732 CHF | 100.00% | 100.00% |
15.05.2024 | 22.31% | 0.04 CHF | 0.05 CHF | 1'192'900 | 1'192'900 | 1'184'810 | 1'184'810 | 47'393 CHF | 59'272 CHF | 100.00% | 100.00% |
14.05.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 1'212'300 | 1'212'300 | 1'207'170 | 1'207'170 | 48'287 CHF | 60'359 CHF | 100.00% | 100.00% |
13.05.2024 | 23.76% | 0.04 CHF | 0.05 CHF | 1'285'700 | 1'285'700 | 1'282'130 | 1'282'130 | 47'721 CHF | 60'543 CHF | 100.00% | 100.00% |
10.05.2024 | 23.47% | 0.04 CHF | 0.05 CHF | 1'294'500 | 1'294'500 | 1'250'840 | 1'250'840 | 47'201 CHF | 59'709 CHF | 100.00% | 100.00% |
08.05.2024 | 22.25% | 0.04 CHF | 0.05 CHF | 1'379'500 | 1'379'500 | 1'373'620 | 1'373'620 | 54'889 CHF | 68'627 CHF | 99.25% | 99.25% |
07.05.2024 | 23.79% | 0.04 CHF | 0.05 CHF | 1'318'300 | 1'318'300 | 1'280'070 | 1'280'070 | 47'741 CHF | 60'541 CHF | 97.62% | 97.62% |
06.05.2024 | 25.00% | 0.04 CHF | 0.05 CHF | 1'371'600 | 1'371'600 | 1'365'940 | 1'365'940 | 47'808 CHF | 61'468 CHF | 100.00% | 100.00% |
03.05.2024 | 25.00% | 0.04 CHF | 0.05 CHF | 1'363'900 | 1'363'900 | 1'358'280 | 1'358'280 | 47'540 CHF | 61'122 CHF | 100.00% | 100.00% |
02.05.2024 | 25.00% | 0.04 CHF | 0.05 CHF | 1'437'000 | 1'437'000 | 1'431'070 | 1'431'070 | 50'088 CHF | 64'398 CHF | 100.00% | 100.00% |