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 | 11.03% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 2'992'340 | 2'992'340 | 129'099 CHF | 144'099 CHF | 100.00% | 100.00% |
14.05.2024 | 9.65% | 0.05 CHF | 0.05 CHF | 2'882'900 | 2'882'900 | 2'882'770 | 2'882'770 | 142'325 CHF | 156'740 CHF | 99.77% | 99.77% |
13.05.2024 | 9.15% | 0.05 CHF | 0.06 CHF | 2'772'300 | 2'772'300 | 2'772'300 | 2'772'300 | 144'857 CHF | 158'718 CHF | 100.00% | 100.00% |
10.05.2024 | 8.96% | 0.06 CHF | 0.06 CHF | 2'583'000 | 2'583'000 | 2'583'000 | 2'583'000 | 137'866 CHF | 150'781 CHF | 100.00% | 100.00% |
08.05.2024 | 8.82% | 0.06 CHF | 0.06 CHF | 2'817'400 | 2'817'400 | 2'817'040 | 2'817'040 | 152'905 CHF | 166'992 CHF | 99.44% | 99.44% |
07.05.2024 | 8.09% | 0.06 CHF | 0.06 CHF | 2'009'100 | 2'009'100 | 2'008'270 | 2'008'270 | 119'572 CHF | 129'618 CHF | 99.95% | 99.95% |
06.05.2024 | 6.32% | 0.08 CHF | 0.08 CHF | 1'725'900 | 1'725'900 | 1'725'900 | 1'725'900 | 132'502 CHF | 141'132 CHF | 100.00% | 100.00% |
03.05.2024 | 6.40% | 0.09 CHF | 0.09 CHF | 1'912'100 | 1'912'100 | 1'912'100 | 1'912'100 | 145'445 CHF | 155'005 CHF | 99.98% | 99.98% |
02.05.2024 | 6.47% | 0.08 CHF | 0.08 CHF | 1'767'200 | 1'767'200 | 1'767'200 | 1'767'200 | 132'406 CHF | 141'242 CHF | 99.56% | 99.56% |
30.04.2024 | 6.23% | 0.09 CHF | 0.09 CHF | 2'066'300 | 2'066'300 | 2'065'580 | 2'065'580 | 160'943 CHF | 171'274 CHF | 100.00% | 100.00% |