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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 6.26% | 0.10 CHF | 0.11 CHF | 1'222'200 | 1'222'200 | 1'071'300 | 1'071'300 | 102'609 CHF | 108'059 CHF | 100.00% | 100.00% |
14.05.2024 | 7.09% | 0.09 CHF | 0.10 CHF | 1'426'700 | 1'426'700 | 1'253'970 | 1'253'970 | 108'801 CHF | 115'163 CHF | 99.99% | 99.99% |
13.05.2024 | 5.42% | 0.11 CHF | 0.12 CHF | 1'167'100 | 1'167'100 | 1'025'880 | 1'025'880 | 117'738 CHF | 122'942 CHF | 100.00% | 100.00% |
10.05.2024 | 5.71% | 0.12 CHF | 0.12 CHF | 1'155'000 | 1'155'000 | 1'015'250 | 1'015'250 | 110'170 CHF | 115'320 CHF | 100.00% | 100.00% |
08.05.2024 | 6.77% | 0.10 CHF | 0.10 CHF | 1'353'500 | 1'353'500 | 1'188'500 | 1'188'500 | 107'488 CHF | 113'518 CHF | 99.29% | 99.29% |
07.05.2024 | 7.17% | 0.09 CHF | 0.09 CHF | 1'423'400 | 1'423'400 | 1'250'740 | 1'250'740 | 106'373 CHF | 112'719 CHF | 100.00% | 100.00% |
06.05.2024 | 5.58% | 0.10 CHF | 0.10 CHF | 1'140'400 | 1'140'400 | 1'002'470 | 1'002'470 | 108'608 CHF | 113'693 CHF | 100.00% | 100.00% |
03.05.2024 | 4.85% | 0.13 CHF | 0.13 CHF | 927'700 | 927'700 | 815'423 | 815'423 | 111'743 CHF | 115'909 CHF | 100.00% | 100.00% |
02.05.2024 | 3.91% | 0.14 CHF | 0.15 CHF | 615'800 | 615'800 | 541'280 | 541'280 | 94'900 CHF | 97'686 CHF | 100.00% | 100.00% |
30.04.2024 | 3.87% | 0.31 CHF | 0.32 CHF | 391'600 | 391'600 | 344'117 | 344'117 | 114'336 CHF | 117'854 CHF | 100.00% | 100.00% |