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 | 7.25% | 0.14 CHF | 0.15 CHF | 2'083'800 | 2'083'800 | 1'708'010 | 1'701'980 | 218'417 CHF | 226'517 CHF | 100.00% | 100.00% |
16.05.2024 | 7.65% | 0.13 CHF | 0.14 CHF | 3'000'000 | 3'000'000 | 2'459'300 | 2'449'930 | 283'353 CHF | 295'219 CHF | 100.00% | 100.00% |
15.05.2024 | 7.05% | 0.12 CHF | 0.12 CHF | 1'297'300 | 1'297'300 | 1'058'750 | 1'054'960 | 185'308 CHF | 190'337 CHF | 99.50% | 99.50% |
14.05.2024 | 7.72% | 0.17 CHF | 0.17 CHF | 1'048'600 | 1'048'600 | 854'889 | 854'875 | 130'398 CHF | 135'055 CHF | 99.94% | 99.94% |
13.05.2024 | 6.34% | 0.23 CHF | 0.24 CHF | 3'000'000 | 3'000'000 | 2'462'290 | 2'452'630 | 372'245 CHF | 383'955 CHF | 100.00% | 100.00% |
10.05.2024 | 7.39% | 0.10 CHF | 0.11 CHF | 2'661'800 | 2'661'800 | 2'191'700 | 2'184'640 | 259'385 CHF | 269'941 CHF | 98.64% | 98.64% |
08.05.2024 | 7.76% | 0.13 CHF | 0.14 CHF | 2'431'600 | 2'431'600 | 2'002'470 | 1'995'940 | 192'940 CHF | 202'472 CHF | 98.41% | 98.41% |
07.05.2024 | 6.21% | 0.14 CHF | 0.14 CHF | 1'762'700 | 1'762'700 | 464'034 | 463'093 | 180'665 CHF | 185'690 CHF | 99.63% | 99.63% |
06.05.2024 | 6.04% | 0.79 CHF | 0.80 CHF | 532'400 | 532'400 | 288'592 | 287'015 | 210'889 CHF | 213'801 CHF | 100.00% | 100.00% |
03.05.2024 | 3.65% | 1.17 CHF | 1.19 CHF | 190'100 | 190'100 | 158'866 | 158'475 | 231'465 CHF | 234'286 CHF | 97.92% | 97.92% |