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 | 4.18% | 0.12 CHF | 0.12 CHF | 1'852'900 | 1'852'900 | 1'848'220 | 1'848'220 | 217'857 CHF | 227'122 CHF | 100.00% | 100.00% |
14.05.2024 | 4.13% | 0.12 CHF | 0.12 CHF | 1'839'800 | 1'839'800 | 1'839'790 | 1'839'790 | 217'986 CHF | 227'185 CHF | 99.32% | 99.32% |
13.05.2024 | 3.92% | 0.13 CHF | 0.13 CHF | 1'763'400 | 1'763'400 | 1'763'400 | 1'763'400 | 220'298 CHF | 229'115 CHF | 100.00% | 100.00% |
10.05.2024 | 4.13% | 0.12 CHF | 0.13 CHF | 1'783'400 | 1'783'400 | 1'783'400 | 1'783'400 | 211'646 CHF | 220'563 CHF | 100.00% | 100.00% |
08.05.2024 | 4.06% | 0.12 CHF | 0.13 CHF | 1'770'000 | 1'770'000 | 1'770'000 | 1'770'000 | 213'366 CHF | 222'216 CHF | 99.77% | 99.77% |
07.05.2024 | 4.45% | 0.11 CHF | 0.12 CHF | 2'033'600 | 2'033'600 | 2'033'290 | 2'033'290 | 223'479 CHF | 233'647 CHF | 98.37% | 98.37% |
06.05.2024 | 4.29% | 0.11 CHF | 0.12 CHF | 1'750'100 | 1'750'100 | 1'750'100 | 1'750'100 | 199'606 CHF | 208'356 CHF | 100.00% | 100.00% |
03.05.2024 | 3.68% | 0.13 CHF | 0.14 CHF | 1'750'100 | 1'750'100 | 1'750'100 | 1'750'100 | 233'307 CHF | 242'058 CHF | 99.90% | 99.90% |
02.05.2024 | 3.84% | 0.14 CHF | 0.14 CHF | 1'750'100 | 1'750'100 | 1'750'100 | 1'750'100 | 223'507 CHF | 232'258 CHF | 99.59% | 99.59% |
30.04.2024 | 4.20% | 0.13 CHF | 0.13 CHF | 1'819'900 | 1'819'900 | 1'819'300 | 1'819'300 | 212'067 CHF | 221'166 CHF | 100.00% | 100.00% |