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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 11.59% | 0.09 CHF | 0.10 CHF | 1'251'100 | 1'251'100 | 1'242'660 | 1'242'660 | 101'596 CHF | 114'055 CHF | 100.00% | 100.00% |
14.05.2024 | 11.75% | 0.08 CHF | 0.09 CHF | 1'207'800 | 1'207'800 | 1'202'800 | 1'202'800 | 96'394 CHF | 108'422 CHF | 99.71% | 99.71% |
13.05.2024 | 11.13% | 0.09 CHF | 0.10 CHF | 1'204'600 | 1'204'600 | 1'199'620 | 1'199'620 | 101'793 CHF | 113'789 CHF | 99.49% | 99.49% |
10.05.2024 | 11.24% | 0.08 CHF | 0.09 CHF | 1'333'500 | 1'333'500 | 1'328'000 | 1'328'000 | 111'609 CHF | 124'889 CHF | 100.00% | 100.00% |
08.05.2024 | 15.68% | 0.06 CHF | 0.07 CHF | 1'487'200 | 1'487'200 | 1'480'880 | 1'480'880 | 87'253 CHF | 102'063 CHF | 98.93% | 98.93% |
07.05.2024 | 14.21% | 0.07 CHF | 0.08 CHF | 1'531'700 | 1'531'700 | 1'525'310 | 1'525'310 | 99'825 CHF | 115'078 CHF | 98.86% | 98.86% |
06.05.2024 | 14.81% | 0.07 CHF | 0.08 CHF | 1'643'900 | 1'643'900 | 1'637'120 | 1'637'120 | 102'519 CHF | 118'890 CHF | 100.00% | 100.00% |
03.05.2024 | 15.16% | 0.06 CHF | 0.07 CHF | 1'637'200 | 1'637'200 | 1'630'450 | 1'630'450 | 99'464 CHF | 115'769 CHF | 100.00% | 100.00% |
02.05.2024 | 16.27% | 0.06 CHF | 0.07 CHF | 1'709'800 | 1'709'800 | 1'724'320 | 1'724'320 | 97'510 CHF | 114'754 CHF | 98.58% | 98.58% |
30.04.2024 | 16.47% | 0.06 CHF | 0.07 CHF | 1'818'000 | 1'818'000 | 1'811'840 | 1'811'840 | 101'128 CHF | 119'254 CHF | 100.00% | 100.00% |