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 | 25.00% | 0.04 CHF | 0.05 CHF | 2'252'600 | 2'252'600 | 2'252'600 | 2'252'600 | 78'841 CHF | 101'367 CHF | 100.00% | 100.00% |
16.05.2024 | 25.03% | 0.04 CHF | 0.05 CHF | 2'208'500 | 2'208'500 | 2'206'540 | 2'206'540 | 77'229 CHF | 99'314 CHF | 100.00% | 100.00% |
15.05.2024 | 25.10% | 0.04 CHF | 0.05 CHF | 2'168'700 | 2'168'700 | 2'163'940 | 2'163'940 | 75'738 CHF | 97'434 CHF | 100.00% | 100.00% |
14.05.2024 | 25.00% | 0.04 CHF | 0.05 CHF | 2'279'300 | 2'279'300 | 2'305'430 | 2'305'430 | 80'690 CHF | 103'746 CHF | 100.00% | 100.00% |
13.05.2024 | 25.00% | 0.04 CHF | 0.05 CHF | 2'187'400 | 2'187'400 | 2'187'720 | 2'187'720 | 76'570 CHF | 98'447 CHF | 100.00% | 100.00% |
10.05.2024 | 25.00% | 0.04 CHF | 0.05 CHF | 2'190'100 | 2'190'100 | 2'164'190 | 2'164'190 | 75'747 CHF | 97'388 CHF | 100.00% | 100.00% |
08.05.2024 | 25.00% | 0.04 CHF | 0.05 CHF | 2'088'300 | 2'088'300 | 2'088'070 | 2'088'070 | 73'083 CHF | 93'965 CHF | 99.25% | 99.25% |
07.05.2024 | 25.00% | 0.04 CHF | 0.05 CHF | 1'979'000 | 1'979'000 | 2'000'480 | 2'000'480 | 70'017 CHF | 90'024 CHF | 97.06% | 97.06% |
06.05.2024 | 25.00% | 0.04 CHF | 0.05 CHF | 1'957'300 | 1'957'300 | 1'944'970 | 1'944'970 | 68'074 CHF | 87'524 CHF | 98.93% | 98.93% |
03.05.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 2'002'100 | 2'002'100 | 1'986'790 | 1'986'790 | 79'472 CHF | 99'340 CHF | 100.00% | 100.00% |