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 | 3.51% | 0.14 CHF | 0.14 CHF | 1'327'900 | 1'327'900 | 1'352'020 | 1'352'020 | 189'584 CHF | 196'350 CHF | 100.00% | 100.00% |
15.05.2024 | 3.63% | 0.14 CHF | 0.14 CHF | 1'370'200 | 1'370'200 | 1'402'690 | 1'402'690 | 190'564 CHF | 197'595 CHF | 99.84% | 99.84% |
14.05.2024 | 3.74% | 0.14 CHF | 0.14 CHF | 1'430'700 | 1'430'700 | 1'403'100 | 1'403'100 | 184'068 CHF | 191'084 CHF | 99.88% | 99.88% |
13.05.2024 | 3.68% | 0.13 CHF | 0.14 CHF | 1'385'300 | 1'385'300 | 1'395'090 | 1'395'090 | 186'117 CHF | 193'092 CHF | 100.00% | 100.00% |
10.05.2024 | 3.66% | 0.14 CHF | 0.14 CHF | 1'402'300 | 1'402'300 | 1'436'140 | 1'436'140 | 192'420 CHF | 199'601 CHF | 100.00% | 100.00% |
08.05.2024 | 3.77% | 0.13 CHF | 0.14 CHF | 1'446'200 | 1'446'200 | 1'416'830 | 1'416'830 | 184'187 CHF | 191'272 CHF | 99.17% | 99.17% |
07.05.2024 | 3.68% | 0.14 CHF | 0.14 CHF | 1'397'800 | 1'397'800 | 1'366'370 | 1'366'370 | 182'407 CHF | 189'239 CHF | 99.70% | 99.70% |
06.05.2024 | 3.52% | 0.14 CHF | 0.14 CHF | 1'346'000 | 1'346'000 | 1'364'050 | 1'364'050 | 190'299 CHF | 197'119 CHF | 100.00% | 100.00% |
03.05.2024 | 3.59% | 0.14 CHF | 0.14 CHF | 1'376'700 | 1'376'700 | 1'450'320 | 1'450'320 | 198'460 CHF | 205'711 CHF | 98.77% | 98.77% |
02.05.2024 | 3.94% | 0.12 CHF | 0.13 CHF | 1'498'100 | 1'498'100 | 1'623'660 | 1'623'660 | 201'974 CHF | 210'092 CHF | 100.00% | 100.00% |