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 | 26.66% | 0.04 CHF | 0.05 CHF | 1'304'500 | 1'304'500 | 1'289'990 | 1'289'990 | 42'199 CHF | 55'112 CHF | 100.00% | 100.00% |
15.05.2024 | 29.09% | 0.03 CHF | 0.04 CHF | 1'248'500 | 1'248'500 | 1'241'490 | 1'241'490 | 36'697 CHF | 49'144 CHF | 100.00% | 100.00% |
14.05.2024 | 28.64% | 0.03 CHF | 0.04 CHF | 1'232'900 | 1'232'900 | 1'241'130 | 1'241'130 | 37'154 CHF | 49'567 CHF | 99.99% | 99.99% |
13.05.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'165'100 | 1'165'100 | 1'172'600 | 1'172'600 | 35'178 CHF | 46'904 CHF | 100.00% | 100.00% |
10.05.2024 | 25.53% | 0.03 CHF | 0.04 CHF | 1'194'300 | 1'194'300 | 1'186'830 | 1'186'830 | 40'652 CHF | 52'520 CHF | 100.00% | 100.00% |
08.05.2024 | 28.58% | 0.03 CHF | 0.04 CHF | 1'198'400 | 1'198'400 | 1'190'900 | 1'190'900 | 35'727 CHF | 47'637 CHF | 99.06% | 99.06% |
07.05.2024 | 28.60% | 0.03 CHF | 0.04 CHF | 1'350'400 | 1'350'400 | 1'341'280 | 1'341'280 | 40'238 CHF | 53'660 CHF | 100.00% | 100.00% |
06.05.2024 | - | 0.03 CHF | 0.04 CHF | 138'000 | 138'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
03.05.2024 | 33.03% | 0.03 CHF | 0.04 CHF | 1'421'800 | 1'421'800 | 1'413'090 | 1'413'090 | 35'785 CHF | 49'916 CHF | 100.00% | 100.00% |
02.05.2024 | 33.33% | 0.03 CHF | 0.04 CHF | 1'449'400 | 1'449'400 | 1'454'850 | 1'454'850 | 36'371 CHF | 50'920 CHF | 100.00% | 100.00% |