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 |
---|---|---|---|---|---|---|---|---|---|---|---|
06.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'916'100 | 1'916'100 | 1'914'390 | 1'914'390 | 38'288 CHF | 57'432 CHF | 100.00% | 100.00% |
03.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'749'000 | 1'749'000 | 1'752'310 | 1'752'310 | 35'046 CHF | 52'569 CHF | 100.00% | 100.00% |
02.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'804'100 | 1'804'100 | 1'799'840 | 1'799'840 | 35'997 CHF | 53'995 CHF | 100.00% | 100.00% |
30.04.2024 | 40.03% | 0.02 CHF | 0.03 CHF | 1'858'900 | 1'858'900 | 1'857'020 | 1'857'020 | 37'141 CHF | 55'720 CHF | 100.00% | 100.00% |
29.04.2024 | 39.49% | 0.02 CHF | 0.03 CHF | 1'597'200 | 1'597'200 | 1'605'800 | 1'605'800 | 32'734 CHF | 48'792 CHF | 100.00% | 100.00% |
26.04.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'406'200 | 1'406'200 | 1'418'380 | 1'418'380 | 35'459 CHF | 49'643 CHF | 67.21% | 67.21% |
25.04.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'540'200 | 1'540'200 | 1'537'660 | 1'537'660 | 38'442 CHF | 53'818 CHF | 100.00% | 100.00% |
23.04.2024 | 33.34% | 0.03 CHF | 0.04 CHF | 1'646'800 | 1'646'800 | 1'651'010 | 1'651'010 | 41'269 CHF | 57'780 CHF | 100.00% | 100.00% |
22.04.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'378'400 | 1'378'400 | 1'388'370 | 1'388'370 | 34'709 CHF | 48'593 CHF | 100.00% | 100.00% |
19.04.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'484'600 | 1'484'600 | 1'489'150 | 1'489'150 | 37'229 CHF | 52'120 CHF | 99.93% | 99.93% |