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 |
---|---|---|---|---|---|---|---|---|---|---|---|
21.05.2024 | 33.36% | 0.03 CHF | 0.04 CHF | 2'755'800 | 2'755'800 | 2'759'520 | 2'759'520 | 69'017 CHF | 96'635 CHF | 100.00% | 100.00% |
17.05.2024 | 31.14% | 0.03 CHF | 0.04 CHF | 2'672'000 | 2'672'000 | 2'662'300 | 2'662'300 | 72'706 CHF | 99'329 CHF | 100.00% | 100.00% |
16.05.2024 | 28.64% | 0.03 CHF | 0.04 CHF | 2'640'400 | 2'640'400 | 2'627'080 | 2'627'080 | 78'743 CHF | 105'038 CHF | 100.00% | 100.00% |
15.05.2024 | 28.68% | 0.03 CHF | 0.04 CHF | 2'566'600 | 2'566'600 | 2'528'840 | 2'528'840 | 75'865 CHF | 101'221 CHF | 100.00% | 100.00% |
14.05.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 2'601'500 | 2'601'500 | 2'624'490 | 2'624'490 | 78'735 CHF | 104'980 CHF | 99.98% | 99.98% |
13.05.2024 | 28.70% | 0.03 CHF | 0.04 CHF | 2'752'800 | 2'752'800 | 2'758'790 | 2'758'790 | 82'383 CHF | 109'971 CHF | 100.00% | 100.00% |
10.05.2024 | 29.66% | 0.03 CHF | 0.04 CHF | 2'744'000 | 2'744'000 | 2'717'520 | 2'717'520 | 78'380 CHF | 105'555 CHF | 100.00% | 100.00% |
08.05.2024 | 33.34% | 0.03 CHF | 0.04 CHF | 2'744'500 | 2'744'500 | 2'743'320 | 2'743'320 | 68'583 CHF | 96'020 CHF | 99.06% | 99.06% |
07.05.2024 | 31.93% | 0.03 CHF | 0.04 CHF | 2'821'500 | 2'821'500 | 2'809'300 | 2'809'300 | 74'395 CHF | 102'491 CHF | 97.81% | 97.81% |
06.05.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 2'887'100 | 2'887'100 | 2'894'540 | 2'894'540 | 72'364 CHF | 101'309 CHF | 100.00% | 100.00% |