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 | 18.21% | 0.05 CHF | 0.06 CHF | 1'409'900 | 1'409'900 | 1'408'640 | 1'408'640 | 70'432 CHF | 84'531 CHF | 100.00% | 100.00% |
15.05.2024 | 16.82% | 0.06 CHF | 0.07 CHF | 1'476'200 | 1'476'200 | 1'479'070 | 1'479'070 | 80'968 CHF | 95'797 CHF | 100.00% | 100.00% |
14.05.2024 | 17.87% | 0.05 CHF | 0.06 CHF | 1'392'900 | 1'392'900 | 1'389'350 | 1'389'350 | 70'914 CHF | 84'809 CHF | 100.00% | 100.00% |
13.05.2024 | 16.76% | 0.06 CHF | 0.07 CHF | 1'342'300 | 1'342'300 | 1'343'340 | 1'343'340 | 73'484 CHF | 86'917 CHF | 100.00% | 100.00% |
10.05.2024 | 16.67% | 0.06 CHF | 0.07 CHF | 1'328'600 | 1'328'600 | 1'319'250 | 1'319'250 | 72'559 CHF | 85'751 CHF | 100.00% | 100.00% |
08.05.2024 | 16.65% | 0.06 CHF | 0.07 CHF | 1'284'800 | 1'284'800 | 1'284'440 | 1'284'440 | 70'705 CHF | 83'550 CHF | 99.24% | 99.24% |
07.05.2024 | 15.70% | 0.06 CHF | 0.07 CHF | 1'306'300 | 1'306'300 | 1'311'310 | 1'311'310 | 77'062 CHF | 90'175 CHF | 95.29% | 95.29% |
06.05.2024 | 16.45% | 0.06 CHF | 0.07 CHF | 1'323'400 | 1'323'400 | 1'322'140 | 1'322'140 | 73'850 CHF | 87'072 CHF | 100.00% | 100.00% |
03.05.2024 | 16.85% | 0.06 CHF | 0.07 CHF | 1'242'700 | 1'242'700 | 1'227'250 | 1'227'250 | 66'743 CHF | 79'016 CHF | 100.00% | 100.00% |
02.05.2024 | 15.38% | 0.06 CHF | 0.07 CHF | 1'254'300 | 1'254'300 | 1'253'240 | 1'253'240 | 75'195 CHF | 87'727 CHF | 100.00% | 100.00% |