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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 17.04% | 0.06 CHF | 0.07 CHF | 482'300 | 482'300 | 487'675 | 487'675 | 26'204 CHF | 31'081 CHF | 100.00% | 100.00% |
10.05.2024 | 18.46% | 0.05 CHF | 0.06 CHF | 564'600 | 564'600 | 566'557 | 566'557 | 27'880 CHF | 33'546 CHF | 100.00% | 100.00% |
08.05.2024 | 21.64% | 0.04 CHF | 0.05 CHF | 632'900 | 632'900 | 638'178 | 638'178 | 26'358 CHF | 32'740 CHF | 99.25% | 99.25% |
07.05.2024 | 23.71% | 0.04 CHF | 0.05 CHF | 641'600 | 641'600 | 644'973 | 644'973 | 24'064 CHF | 30'514 CHF | 95.30% | 95.30% |
06.05.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 658'000 | 658'000 | 658'000 | 658'000 | 26'320 CHF | 32'900 CHF | 98.36% | 98.36% |
03.05.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 669'000 | 669'000 | 669'000 | 669'000 | 26'760 CHF | 33'450 CHF | 100.00% | 100.00% |
02.05.2024 | 23.06% | 0.04 CHF | 0.05 CHF | 639'700 | 639'700 | 640'365 | 640'365 | 24'651 CHF | 31'055 CHF | 99.99% | 99.99% |
30.04.2024 | 22.24% | 0.04 CHF | 0.05 CHF | 637'200 | 637'200 | 636'883 | 636'883 | 25'475 CHF | 31'847 CHF | 100.00% | 100.00% |
29.04.2024 | 22.22% | 0.04 CHF | 0.05 CHF | 664'000 | 664'000 | 664'000 | 664'000 | 26'560 CHF | 33'200 CHF | 100.00% | 100.00% |
26.04.2024 | 24.47% | 0.04 CHF | 0.05 CHF | 707'700 | 707'700 | 711'407 | 711'407 | 25'574 CHF | 32'688 CHF | 98.65% | 98.65% |