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 | 3.38% | 0.16 CHF | 0.16 CHF | 1'984'600 | 1'984'600 | 1'979'530 | 1'979'530 | 292'478 CHF | 302'401 CHF | 100.00% | 100.00% |
14.05.2024 | 2.81% | 0.15 CHF | 0.16 CHF | 1'654'100 | 1'654'100 | 1'653'940 | 1'653'710 | 291'502 CHF | 299'731 CHF | 100.00% | 100.00% |
13.05.2024 | 2.73% | 0.19 CHF | 0.19 CHF | 1'812'400 | 1'812'400 | 1'812'140 | 1'812'200 | 327'841 CHF | 336'916 CHF | 100.00% | 100.00% |
10.05.2024 | 2.21% | 0.20 CHF | 0.21 CHF | 1'478'300 | 1'478'300 | 1'477'880 | 1'478'280 | 330'693 CHF | 338'177 CHF | 100.00% | 100.00% |
08.05.2024 | 3.15% | 0.19 CHF | 0.19 CHF | 1'661'500 | 1'661'500 | 1'661'340 | 1'661'340 | 261'130 CHF | 269'437 CHF | 99.63% | 99.63% |
07.05.2024 | 2.70% | 0.18 CHF | 0.18 CHF | 1'614'000 | 1'614'000 | 1'613'070 | 1'613'070 | 295'416 CHF | 303'486 CHF | 100.00% | 100.00% |
06.05.2024 | 2.47% | 0.20 CHF | 0.20 CHF | 1'714'300 | 1'714'300 | 1'713'320 | 1'714'300 | 341'962 CHF | 350'728 CHF | 100.00% | 100.00% |
03.05.2024 | 2.36% | 0.20 CHF | 0.20 CHF | 1'508'900 | 1'508'900 | 1'508'900 | 1'508'840 | 317'128 CHF | 324'661 CHF | 99.97% | 99.97% |
02.05.2024 | 2.28% | 0.19 CHF | 0.20 CHF | 1'566'900 | 1'566'900 | 1'566'900 | 1'566'900 | 340'628 CHF | 348'463 CHF | 99.99% | 99.99% |
30.04.2024 | 2.16% | 0.40 CHF | 0.41 CHF | 693'300 | 693'300 | 693'011 | 692'973 | 322'410 CHF | 329'330 CHF | 100.00% | 100.00% |