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 | 11.81% | 0.08 CHF | 0.09 CHF | 1'513'800 | 1'513'800 | 1'507'520 | 1'507'520 | 120'140 CHF | 135'215 CHF | 99.33% | 99.33% |
16.05.2024 | 11.78% | 0.08 CHF | 0.09 CHF | 1'460'900 | 1'460'900 | 1'453'570 | 1'453'570 | 116'286 CHF | 130'834 CHF | 100.00% | 100.00% |
15.05.2024 | 11.28% | 0.09 CHF | 0.10 CHF | 1'485'000 | 1'485'000 | 1'474'990 | 1'474'990 | 124'020 CHF | 138'809 CHF | 100.00% | 100.00% |
14.05.2024 | 11.79% | 0.08 CHF | 0.09 CHF | 1'513'300 | 1'513'300 | 1'507'030 | 1'507'030 | 120'302 CHF | 135'373 CHF | 99.69% | 99.69% |
13.05.2024 | 11.93% | 0.08 CHF | 0.09 CHF | 1'533'300 | 1'533'300 | 1'536'080 | 1'536'080 | 121'141 CHF | 136'502 CHF | 100.00% | 100.00% |
10.05.2024 | 11.68% | 0.08 CHF | 0.09 CHF | 1'578'600 | 1'578'600 | 1'430'480 | 1'430'480 | 115'370 CHF | 129'675 CHF | 100.00% | 100.00% |
08.05.2024 | 11.19% | 0.09 CHF | 0.10 CHF | 1'412'000 | 1'412'000 | 1'405'950 | 1'405'950 | 118'648 CHF | 132'709 CHF | 99.14% | 99.14% |
07.05.2024 | 11.11% | 0.09 CHF | 0.10 CHF | 1'462'200 | 1'462'200 | 1'456'080 | 1'456'080 | 123'767 CHF | 138'328 CHF | 99.63% | 99.63% |
06.05.2024 | 11.50% | 0.08 CHF | 0.09 CHF | 1'496'800 | 1'496'800 | 1'490'630 | 1'490'630 | 122'206 CHF | 137'112 CHF | 100.00% | 100.00% |
03.05.2024 | 11.83% | 0.08 CHF | 0.09 CHF | 1'535'100 | 1'535'100 | 1'600'990 | 1'600'990 | 127'346 CHF | 143'356 CHF | 100.00% | 100.00% |