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 | 3.65% | 0.26 CHF | 0.27 CHF | 2'174'800 | 2'174'800 | 2'144'330 | 2'144'330 | 547'241 CHF | 567'619 CHF | 100.00% | 100.00% |
21.05.2024 | 3.36% | 0.24 CHF | 0.24 CHF | 2'114'700 | 2'114'700 | 2'140'340 | 2'140'340 | 537'106 CHF | 555'577 CHF | 100.00% | 100.00% |
17.05.2024 | 2.94% | 0.31 CHF | 0.32 CHF | 1'454'300 | 1'454'300 | 1'452'740 | 1'452'740 | 488'752 CHF | 503'279 CHF | 100.00% | 100.00% |
16.05.2024 | 2.81% | 0.35 CHF | 0.36 CHF | 1'451'100 | 1'451'100 | 1'342'880 | 1'342'880 | 472'907 CHF | 486'348 CHF | 100.00% | 100.00% |
15.05.2024 | 2.54% | 0.36 CHF | 0.37 CHF | 1'239'400 | 1'239'400 | 1'197'770 | 1'197'770 | 468'552 CHF | 480'562 CHF | 99.84% | 99.84% |
14.05.2024 | 2.37% | 0.41 CHF | 0.42 CHF | 1'160'500 | 1'160'500 | 1'130'360 | 1'130'360 | 471'898 CHF | 483'203 CHF | 99.88% | 99.88% |
13.05.2024 | 2.30% | 0.43 CHF | 0.44 CHF | 1'099'000 | 1'099'000 | 1'149'190 | 1'149'190 | 493'778 CHF | 505'270 CHF | 100.00% | 100.00% |
10.05.2024 | 2.40% | 0.43 CHF | 0.44 CHF | 1'201'800 | 1'201'800 | 1'096'880 | 1'096'880 | 451'913 CHF | 462'882 CHF | 100.00% | 100.00% |
08.05.2024 | 1.96% | 0.49 CHF | 0.50 CHF | 920'400 | 920'400 | 922'665 | 922'665 | 465'252 CHF | 474'479 CHF | 99.29% | 99.29% |
07.05.2024 | 1.99% | 0.50 CHF | 0.51 CHF | 925'200 | 925'200 | 862'852 | 862'852 | 430'021 CHF | 438'653 CHF | 100.00% | 100.00% |