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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 3.77% | 0.25 CHF | 0.26 CHF | 2'007'300 | 2'007'300 | 1'882'780 | 1'882'780 | 487'916 CHF | 506'628 CHF | 100.00% | 100.00% |
22.05.2024 | 3.23% | 0.29 CHF | 0.30 CHF | 1'754'800 | 1'754'800 | 1'769'450 | 1'769'450 | 539'802 CHF | 557'496 CHF | 100.00% | 100.00% |
21.05.2024 | 3.21% | 0.32 CHF | 0.33 CHF | 1'783'700 | 1'783'700 | 1'768'680 | 1'768'680 | 542'971 CHF | 560'669 CHF | 100.00% | 100.00% |
17.05.2024 | 2.55% | 0.27 CHF | 0.28 CHF | 2'102'500 | 2'102'500 | 2'103'720 | 2'103'720 | 523'823 CHF | 537'548 CHF | 100.00% | 100.00% |
16.05.2024 | 2.11% | 0.24 CHF | 0.24 CHF | 2'105'000 | 2'105'000 | 2'196'060 | 2'196'060 | 516'882 CHF | 527'871 CHF | 100.00% | 100.00% |
15.05.2024 | 2.31% | 0.23 CHF | 0.24 CHF | 2'289'000 | 2'289'000 | 2'325'430 | 2'325'430 | 500'231 CHF | 511'888 CHF | 99.84% | 99.84% |
14.05.2024 | 2.43% | 0.21 CHF | 0.21 CHF | 2'376'100 | 2'376'100 | 2'412'540 | 2'412'540 | 490'262 CHF | 502'326 CHF | 99.89% | 99.89% |
13.05.2024 | 2.51% | 0.20 CHF | 0.20 CHF | 2'451'400 | 2'451'400 | 2'383'780 | 2'383'780 | 469'586 CHF | 481'505 CHF | 100.00% | 100.00% |
10.05.2024 | 2.38% | 0.20 CHF | 0.21 CHF | 2'312'900 | 2'312'900 | 2'433'940 | 2'433'940 | 505'454 CHF | 517'624 CHF | 100.00% | 100.00% |
08.05.2024 | 2.83% | 0.18 CHF | 0.19 CHF | 2'664'700 | 2'664'700 | 2'660'220 | 2'660'220 | 464'109 CHF | 477'411 CHF | 99.29% | 99.29% |