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 |
---|---|---|---|---|---|---|---|---|---|---|---|
02.05.2024 | 11.13% | 0.09 CHF | 0.10 CHF | 2'366'200 | 2'366'200 | 2'318'190 | 2'318'190 | 197'004 CHF | 220'185 CHF | 98.56% | 98.56% |
30.04.2024 | 11.40% | 0.08 CHF | 0.09 CHF | 2'330'100 | 2'330'100 | 2'329'150 | 2'329'150 | 193'006 CHF | 216'307 CHF | 100.00% | 100.00% |
29.04.2024 | 11.76% | 0.08 CHF | 0.09 CHF | 2'320'400 | 2'320'400 | 2'320'400 | 2'320'400 | 185'632 CHF | 208'836 CHF | 100.00% | 100.00% |
26.04.2024 | 11.45% | 0.08 CHF | 0.09 CHF | 2'205'200 | 2'205'200 | 2'205'200 | 2'205'200 | 181'805 CHF | 203'857 CHF | 98.84% | 98.84% |
25.04.2024 | 11.58% | 0.09 CHF | 0.10 CHF | 2'376'800 | 2'376'800 | 2'376'800 | 2'376'800 | 193'445 CHF | 217'213 CHF | 99.69% | 99.69% |
23.04.2024 | 13.33% | 0.07 CHF | 0.08 CHF | 2'467'900 | 2'467'900 | 2'467'730 | 2'467'730 | 172'827 CHF | 197'506 CHF | 100.00% | 100.00% |
22.04.2024 | 12.35% | 0.08 CHF | 0.09 CHF | 2'266'500 | 2'266'500 | 2'269'180 | 2'269'180 | 172'475 CHF | 195'166 CHF | 100.00% | 100.00% |
19.04.2024 | 11.17% | 0.08 CHF | 0.09 CHF | 2'225'100 | 2'225'100 | 2'225'100 | 2'225'100 | 188'054 CHF | 210'305 CHF | 100.00% | 100.00% |
18.04.2024 | 11.24% | 0.09 CHF | 0.10 CHF | 2'230'400 | 2'230'400 | 2'230'400 | 2'230'400 | 187'462 CHF | 209'766 CHF | 100.00% | 100.00% |
17.04.2024 | 11.28% | 0.09 CHF | 0.10 CHF | 2'301'600 | 2'301'600 | 2'297'160 | 2'297'160 | 192'910 CHF | 215'926 CHF | 100.00% | 100.00% |