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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 7.42% | 0.06 CHF | 0.07 CHF | 734'800 | 734'800 | 721'759 | 710'737 | 49'386 CHF | 52'341 CHF | 100.00% | 100.00% |
15.05.2024 | 9.15% | 0.06 CHF | 0.06 CHF | 847'500 | 847'500 | 831'173 | 818'452 | 43'803 CHF | 47'334 CHF | 100.00% | 100.00% |
14.05.2024 | 8.42% | 0.05 CHF | 0.06 CHF | 707'400 | 707'400 | 676'912 | 684'883 | 40'022 CHF | 44'077 CHF | 100.00% | 100.00% |
13.05.2024 | 10.88% | 0.05 CHF | 0.06 CHF | 1'038'100 | 1'038'100 | 1'020'750 | 1'005'180 | 44'891 CHF | 49'294 CHF | 100.00% | 100.00% |
10.05.2024 | 13.19% | 0.04 CHF | 0.05 CHF | 1'233'900 | 1'233'900 | 1'213'260 | 1'194'750 | 43'024 CHF | 48'350 CHF | 100.00% | 100.00% |
08.05.2024 | 14.22% | 0.04 CHF | 0.04 CHF | 1'540'600 | 1'540'600 | 1'514'510 | 1'491'230 | 49'814 CHF | 56'573 CHF | 99.29% | 99.29% |
07.05.2024 | 13.17% | 0.03 CHF | 0.04 CHF | 1'068'800 | 1'068'800 | 1'050'290 | 1'034'250 | 37'629 CHF | 42'162 CHF | 100.00% | 100.00% |
06.05.2024 | 10.85% | 0.04 CHF | 0.05 CHF | 926'200 | 926'200 | 910'720 | 896'819 | 39'783 CHF | 43'642 CHF | 100.00% | 100.00% |
03.05.2024 | 11.50% | 0.04 CHF | 0.05 CHF | 907'500 | 907'500 | 892'254 | 878'632 | 36'568 CHF | 40'348 CHF | 100.00% | 100.00% |
02.05.2024 | 11.13% | 0.05 CHF | 0.05 CHF | 889'100 | 889'100 | 874'165 | 860'817 | 37'223 CHF | 40'927 CHF | 100.00% | 100.00% |