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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 2'946'900 | 2'946'900 | 2'944'840 | 2'944'840 | 73'621 CHF | 103'070 CHF | 100.00% | 100.00% |
10.05.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 2'738'700 | 2'738'700 | 2'736'370 | 2'736'370 | 68'409 CHF | 95'773 CHF | 100.00% | 100.00% |
08.05.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 2'770'100 | 2'770'100 | 2'767'570 | 2'767'570 | 69'189 CHF | 96'865 CHF | 99.08% | 99.08% |
07.05.2024 | 33.10% | 0.03 CHF | 0.04 CHF | 2'618'800 | 2'618'800 | 2'620'440 | 2'620'440 | 66'171 CHF | 92'379 CHF | 99.69% | 99.69% |
06.05.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 2'456'100 | 2'456'100 | 2'456'560 | 2'456'560 | 73'697 CHF | 98'262 CHF | 100.00% | 100.00% |
03.05.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 2'312'600 | 2'312'600 | 2'314'420 | 2'314'420 | 69'433 CHF | 92'577 CHF | 100.00% | 100.00% |
02.05.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 2'475'400 | 2'475'400 | 2'462'670 | 2'462'670 | 73'880 CHF | 98'507 CHF | 100.00% | 100.00% |
30.04.2024 | 28.59% | 0.03 CHF | 0.04 CHF | 2'494'900 | 2'494'900 | 2'483'930 | 2'483'930 | 74'518 CHF | 99'370 CHF | 100.00% | 100.00% |
29.04.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 2'381'800 | 2'381'800 | 2'376'980 | 2'376'980 | 71'309 CHF | 95'079 CHF | 100.00% | 100.00% |
26.04.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 2'283'600 | 2'283'600 | 2'291'690 | 2'291'690 | 68'751 CHF | 91'668 CHF | 99.59% | 99.59% |