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 | 4.85% | 0.10 CHF | 0.11 CHF | 1'195'100 | 1'195'100 | 1'261'760 | 1'243'890 | 127'025 CHF | 131'461 CHF | 99.98% | 99.98% |
22.05.2024 | 5.17% | 0.10 CHF | 0.10 CHF | 1'282'300 | 1'282'300 | 1'287'630 | 1'287'630 | 121'342 CHF | 127'780 CHF | 100.00% | 100.00% |
21.05.2024 | 5.10% | 0.09 CHF | 0.10 CHF | 1'289'200 | 1'289'200 | 1'303'330 | 1'303'330 | 124'759 CHF | 131'280 CHF | 100.00% | 100.00% |
17.05.2024 | 5.47% | 0.09 CHF | 0.09 CHF | 1'360'500 | 1'360'500 | 1'346'170 | 1'346'170 | 119'743 CHF | 126'474 CHF | 100.00% | 100.00% |
16.05.2024 | 5.54% | 0.10 CHF | 0.10 CHF | 1'342'200 | 1'342'200 | 1'279'150 | 1'279'150 | 112'605 CHF | 119'007 CHF | 100.00% | 100.00% |
15.05.2024 | 5.20% | 0.09 CHF | 0.10 CHF | 1'260'900 | 1'260'900 | 1'101'640 | 1'093'760 | 103'705 CHF | 108'440 CHF | 99.77% | 99.77% |
14.05.2024 | 4.47% | 0.11 CHF | 0.11 CHF | 1'057'400 | 1'057'400 | 1'018'270 | 1'018'270 | 111'511 CHF | 116'603 CHF | 99.99% | 99.99% |
13.05.2024 | 4.29% | 0.12 CHF | 0.12 CHF | 1'006'000 | 1'006'000 | 950'513 | 941'702 | 108'401 CHF | 112'140 CHF | 100.00% | 100.00% |
10.05.2024 | 4.12% | 0.12 CHF | 0.13 CHF | 932'900 | 932'900 | 879'002 | 879'002 | 104'587 CHF | 108'982 CHF | 99.61% | 99.61% |
08.05.2024 | 3.77% | 0.13 CHF | 0.14 CHF | 828'000 | 828'000 | 854'683 | 854'683 | 111'403 CHF | 115'676 CHF | 99.29% | 99.29% |