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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 20.00% | 0.05 CHF | 0.06 CHF | 2'767'200 | 2'767'200 | 2'743'280 | 2'743'280 | 123'448 CHF | 150'881 CHF | 99.32% | 99.32% |
13.05.2024 | 20.00% | 0.05 CHF | 0.06 CHF | 2'771'000 | 2'771'000 | 2'759'570 | 2'759'570 | 124'181 CHF | 151'777 CHF | 100.00% | 100.00% |
10.05.2024 | 20.00% | 0.05 CHF | 0.06 CHF | 2'704'300 | 2'704'300 | 2'693'160 | 2'693'160 | 121'192 CHF | 148'124 CHF | 100.00% | 100.00% |
08.05.2024 | 19.75% | 0.05 CHF | 0.06 CHF | 2'634'500 | 2'634'500 | 2'623'230 | 2'623'230 | 119'912 CHF | 146'148 CHF | 99.25% | 99.25% |
07.05.2024 | 19.45% | 0.05 CHF | 0.06 CHF | 2'813'600 | 2'813'600 | 2'801'680 | 2'801'680 | 130'281 CHF | 158'298 CHF | 97.61% | 97.61% |
06.05.2024 | 20.00% | 0.05 CHF | 0.06 CHF | 2'811'200 | 2'811'200 | 2'799'480 | 2'799'480 | 125'977 CHF | 153'972 CHF | 98.93% | 98.93% |
03.05.2024 | 20.00% | 0.05 CHF | 0.06 CHF | 2'750'100 | 2'750'100 | 2'738'760 | 2'738'760 | 123'244 CHF | 150'632 CHF | 100.00% | 100.00% |
02.05.2024 | 20.00% | 0.05 CHF | 0.06 CHF | 2'899'900 | 2'899'900 | 2'887'940 | 2'887'940 | 129'957 CHF | 158'837 CHF | 100.00% | 100.00% |
30.04.2024 | 21.70% | 0.05 CHF | 0.06 CHF | 3'000'000 | 3'000'000 | 2'986'100 | 2'986'100 | 123'058 CHF | 152'934 CHF | 100.00% | 100.00% |
29.04.2024 | 22.23% | 0.04 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 2'987'120 | 2'987'120 | 119'485 CHF | 149'361 CHF | 99.99% | 99.99% |