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 | 5.10% | 0.10 CHF | 0.11 CHF | 1'520'600 | 1'520'600 | 1'484'060 | 1'484'060 | 142'425 CHF | 149'853 CHF | 100.00% | 100.00% |
15.05.2024 | 4.93% | 0.10 CHF | 0.11 CHF | 1'462'700 | 1'462'700 | 1'412'630 | 1'412'630 | 140'493 CHF | 147'575 CHF | 99.84% | 99.84% |
14.05.2024 | 4.64% | 0.11 CHF | 0.11 CHF | 1'385'600 | 1'385'600 | 1'416'580 | 1'416'580 | 149'362 CHF | 156'446 CHF | 99.88% | 99.88% |
13.05.2024 | 4.71% | 0.11 CHF | 0.11 CHF | 1'437'600 | 1'437'600 | 1'423'970 | 1'423'970 | 147'638 CHF | 154'758 CHF | 100.00% | 100.00% |
10.05.2024 | 4.70% | 0.11 CHF | 0.11 CHF | 1'415'600 | 1'415'600 | 1'374'520 | 1'374'520 | 142'912 CHF | 149'785 CHF | 100.00% | 100.00% |
08.05.2024 | 4.49% | 0.11 CHF | 0.12 CHF | 1'360'900 | 1'360'900 | 1'393'130 | 1'393'130 | 151'680 CHF | 158'646 CHF | 99.17% | 99.17% |
07.05.2024 | 4.68% | 0.11 CHF | 0.11 CHF | 1'414'600 | 1'414'600 | 1'451'550 | 1'451'550 | 151'400 CHF | 158'659 CHF | 99.70% | 99.70% |
06.05.2024 | 4.91% | 0.10 CHF | 0.11 CHF | 1'476'600 | 1'476'600 | 1'451'450 | 1'451'450 | 144'268 CHF | 151'526 CHF | 100.00% | 100.00% |
03.05.2024 | 4.78% | 0.10 CHF | 0.10 CHF | 1'435'400 | 1'435'400 | 1'343'730 | 1'343'730 | 137'286 CHF | 144'005 CHF | 98.78% | 98.78% |
02.05.2024 | 4.16% | 0.12 CHF | 0.13 CHF | 1'284'800 | 1'284'800 | 1'156'490 | 1'156'490 | 136'186 CHF | 141'968 CHF | 100.00% | 100.00% |