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 | 18.20% | 0.05 CHF | 0.06 CHF | 1'001'700 | 1'001'700 | 1'002'110 | 1'002'110 | 50'106 CHF | 60'133 CHF | 100.00% | 100.00% |
15.05.2024 | 18.84% | 0.05 CHF | 0.06 CHF | 1'056'100 | 1'056'100 | 1'055'090 | 1'055'090 | 51'150 CHF | 61'728 CHF | 99.39% | 99.39% |
14.05.2024 | 20.00% | 0.05 CHF | 0.06 CHF | 1'119'400 | 1'119'400 | 1'120'050 | 1'120'050 | 50'402 CHF | 61'604 CHF | 100.00% | 100.00% |
13.05.2024 | 20.00% | 0.05 CHF | 0.06 CHF | 1'133'400 | 1'133'400 | 1'129'200 | 1'129'200 | 50'814 CHF | 62'106 CHF | 100.00% | 100.00% |
10.05.2024 | 20.00% | 0.05 CHF | 0.06 CHF | 1'198'000 | 1'198'000 | 1'199'460 | 1'199'460 | 53'976 CHF | 65'970 CHF | 100.00% | 100.00% |
08.05.2024 | 24.67% | 0.04 CHF | 0.05 CHF | 1'338'300 | 1'338'300 | 1'332'460 | 1'332'460 | 47'441 CHF | 60'767 CHF | 99.24% | 99.24% |
07.05.2024 | 25.00% | 0.04 CHF | 0.05 CHF | 1'426'300 | 1'426'300 | 1'423'480 | 1'423'480 | 49'822 CHF | 64'058 CHF | 97.06% | 97.06% |
06.05.2024 | 25.00% | 0.04 CHF | 0.05 CHF | 1'497'700 | 1'497'700 | 1'492'470 | 1'492'470 | 52'237 CHF | 67'161 CHF | 100.00% | 100.00% |
03.05.2024 | 25.00% | 0.04 CHF | 0.05 CHF | 1'450'600 | 1'450'600 | 1'436'320 | 1'436'320 | 50'271 CHF | 64'635 CHF | 100.00% | 100.00% |
02.05.2024 | 25.00% | 0.04 CHF | 0.05 CHF | 1'538'300 | 1'538'300 | 1'524'560 | 1'524'560 | 53'360 CHF | 68'605 CHF | 100.00% | 100.00% |