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 | 6.35% | 0.16 CHF | 0.17 CHF | 2'001'100 | 2'001'100 | 894'294 | 894'294 | 140'165 CHF | 149'139 CHF | 100.00% | 100.00% |
15.05.2024 | 6.31% | 0.15 CHF | 0.16 CHF | 1'975'200 | 1'975'200 | 874'700 | 874'700 | 134'639 CHF | 143'423 CHF | 100.00% | 100.00% |
14.05.2024 | 6.37% | 0.16 CHF | 0.17 CHF | 1'972'800 | 1'972'800 | 883'036 | 883'036 | 135'595 CHF | 144'444 CHF | 100.00% | 100.00% |
13.05.2024 | 6.03% | 0.16 CHF | 0.17 CHF | 1'930'300 | 1'930'300 | 857'872 | 857'872 | 139'509 CHF | 148'104 CHF | 100.00% | 100.00% |
10.05.2024 | 5.72% | 0.17 CHF | 0.18 CHF | 1'825'100 | 1'825'100 | 810'981 | 810'981 | 139'252 CHF | 147'377 CHF | 100.00% | 100.00% |
08.05.2024 | 5.93% | 0.17 CHF | 0.18 CHF | 1'850'000 | 1'850'000 | 816'235 | 816'235 | 135'311 CHF | 143'490 CHF | 98.99% | 98.99% |
07.05.2024 | 5.91% | 0.17 CHF | 0.18 CHF | 1'830'000 | 1'830'000 | 834'611 | 834'611 | 140'495 CHF | 148'858 CHF | 97.82% | 97.82% |
06.05.2024 | 6.31% | 0.16 CHF | 0.17 CHF | 1'967'200 | 1'967'200 | 880'729 | 880'729 | 137'929 CHF | 146'752 CHF | 100.00% | 100.00% |
03.05.2024 | 6.44% | 0.16 CHF | 0.17 CHF | 2'028'800 | 2'028'800 | 903'486 | 903'486 | 140'585 CHF | 149'636 CHF | 99.96% | 99.96% |
02.05.2024 | 7.04% | 0.14 CHF | 0.16 CHF | 2'304'400 | 2'304'400 | 1'037'700 | 1'037'700 | 145'681 CHF | 156'077 CHF | 99.98% | 99.98% |