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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10.05.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 2'235'900 | 2'235'900 | 2'233'990 | 2'233'990 | 33'510 CHF | 55'850 CHF | 100.00% | 100.00% |
08.05.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 2'259'000 | 2'259'000 | 2'256'900 | 2'256'900 | 33'854 CHF | 56'423 CHF | 99.08% | 99.08% |
07.05.2024 | 49.84% | 0.02 CHF | 0.03 CHF | 2'036'900 | 2'036'900 | 2'038'140 | 2'038'140 | 30'749 CHF | 51'132 CHF | 99.70% | 99.70% |
06.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'788'300 | 1'788'300 | 1'788'630 | 1'788'630 | 35'773 CHF | 53'659 CHF | 100.00% | 100.00% |
03.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'579'100 | 1'579'100 | 1'580'370 | 1'580'370 | 31'607 CHF | 47'411 CHF | 100.00% | 100.00% |
02.05.2024 | 38.20% | 0.03 CHF | 0.04 CHF | 1'763'500 | 1'763'500 | 1'754'470 | 1'754'470 | 37'468 CHF | 55'013 CHF | 100.00% | 100.00% |
30.04.2024 | 40.02% | 0.02 CHF | 0.03 CHF | 1'800'200 | 1'800'200 | 1'792'490 | 1'792'490 | 35'850 CHF | 53'781 CHF | 100.00% | 100.00% |
29.04.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'659'300 | 1'659'300 | 1'655'900 | 1'655'900 | 33'118 CHF | 49'677 CHF | 100.00% | 100.00% |
26.04.2024 | 36.14% | 0.02 CHF | 0.03 CHF | 1'530'600 | 1'530'600 | 1'536'040 | 1'536'040 | 35'173 CHF | 50'533 CHF | 99.59% | 99.59% |
25.04.2024 | 33.88% | 0.03 CHF | 0.04 CHF | 1'796'000 | 1'796'000 | 1'787'410 | 1'787'410 | 43'958 CHF | 61'832 CHF | 100.00% | 100.00% |