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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.05.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 2'334'700 | 2'334'700 | 2'328'870 | 2'328'870 | 69'866 CHF | 93'155 CHF | 100.00% | 100.00% |
21.05.2024 | 25.00% | 0.04 CHF | 0.05 CHF | 2'151'500 | 2'151'500 | 2'150'250 | 2'150'250 | 75'259 CHF | 96'764 CHF | 95.68% | 95.68% |
17.05.2024 | 25.00% | 0.04 CHF | 0.05 CHF | 2'282'100 | 2'282'100 | 2'280'680 | 2'280'680 | 79'824 CHF | 102'631 CHF | 100.00% | 100.00% |
16.05.2024 | 28.54% | 0.03 CHF | 0.04 CHF | 2'407'400 | 2'407'400 | 2'405'260 | 2'405'260 | 72'402 CHF | 96'476 CHF | 100.00% | 100.00% |
15.05.2024 | 28.68% | 0.03 CHF | 0.04 CHF | 2'364'200 | 2'364'200 | 2'368'860 | 2'368'860 | 71'066 CHF | 94'816 CHF | 100.00% | 100.00% |
14.05.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 2'444'000 | 2'444'000 | 2'437'750 | 2'437'750 | 73'168 CHF | 97'548 CHF | 100.00% | 100.00% |
13.05.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 2'538'200 | 2'538'200 | 2'540'130 | 2'540'130 | 76'204 CHF | 101'605 CHF | 100.00% | 100.00% |
10.05.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 2'475'100 | 2'475'100 | 2'457'690 | 2'457'690 | 73'731 CHF | 98'308 CHF | 100.00% | 100.00% |
08.05.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 2'523'800 | 2'523'800 | 2'523'100 | 2'523'100 | 75'693 CHF | 100'924 CHF | 99.24% | 99.24% |
07.05.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 2'498'100 | 2'498'100 | 2'507'710 | 2'507'710 | 75'231 CHF | 100'308 CHF | 95.29% | 95.29% |