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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 15.39% | 0.04 CHF | 0.05 CHF | 2'857'600 | 2'857'600 | 2'512'210 | 2'512'210 | 88'010 CHF | 100'662 CHF | 100.00% | 100.00% |
16.05.2024 | 16.60% | 0.03 CHF | 0.04 CHF | 2'619'400 | 2'619'400 | 2'300'010 | 2'300'010 | 72'101 CHF | 83'697 CHF | 100.00% | 100.00% |
15.05.2024 | 16.55% | 0.04 CHF | 0.04 CHF | 2'410'000 | 2'410'000 | 2'112'420 | 2'112'420 | 64'564 CHF | 75'232 CHF | 100.00% | 100.00% |
14.05.2024 | 18.99% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 2'637'010 | 2'637'010 | 72'055 CHF | 85'338 CHF | 100.00% | 100.00% |
13.05.2024 | 13.23% | 0.04 CHF | 0.05 CHF | 2'172'800 | 2'172'800 | 1'909'890 | 1'909'890 | 78'165 CHF | 87'784 CHF | 100.00% | 100.00% |
10.05.2024 | 14.09% | 0.04 CHF | 0.05 CHF | 2'137'200 | 2'137'200 | 1'878'600 | 1'878'560 | 70'964 CHF | 80'423 CHF | 100.00% | 100.00% |
08.05.2024 | 17.11% | 0.03 CHF | 0.04 CHF | 2'722'300 | 2'722'300 | 2'390'480 | 2'390'480 | 71'578 CHF | 83'618 CHF | 99.29% | 99.29% |
07.05.2024 | 18.43% | 0.03 CHF | 0.03 CHF | 2'943'200 | 2'943'200 | 2'586'090 | 2'586'090 | 70'524 CHF | 83'554 CHF | 100.00% | 100.00% |
06.05.2024 | 13.66% | 0.03 CHF | 0.04 CHF | 2'022'900 | 2'022'900 | 1'778'200 | 1'778'200 | 67'642 CHF | 76'598 CHF | 100.00% | 100.00% |
03.05.2024 | 10.17% | 0.05 CHF | 0.06 CHF | 1'429'900 | 1'429'900 | 1'256'840 | 1'256'810 | 72'967 CHF | 79'341 CHF | 100.00% | 100.00% |