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 | 13.07% | 0.04 CHF | 0.05 CHF | 1'092'100 | 1'092'100 | 1'091'170 | 1'091'170 | 39'161 CHF | 44'622 CHF | 100.00% | 100.00% |
15.05.2024 | 15.23% | 0.04 CHF | 0.04 CHF | 1'198'400 | 1'198'400 | 1'195'430 | 1'195'430 | 36'519 CHF | 42'511 CHF | 100.00% | 100.00% |
14.05.2024 | 15.25% | 0.04 CHF | 0.04 CHF | 1'313'800 | 1'313'800 | 1'313'790 | 1'313'790 | 39'842 CHF | 46'411 CHF | 99.79% | 99.79% |
13.05.2024 | 14.30% | 0.03 CHF | 0.04 CHF | 1'245'200 | 1'245'200 | 1'245'200 | 1'245'200 | 40'658 CHF | 46'884 CHF | 100.00% | 100.00% |
10.05.2024 | 11.78% | 0.04 CHF | 0.05 CHF | 929'200 | 929'200 | 929'200 | 929'200 | 37'126 CHF | 41'772 CHF | 100.00% | 100.00% |
08.05.2024 | 13.07% | 0.04 CHF | 0.05 CHF | 1'127'100 | 1'127'100 | 1'126'990 | 1'126'990 | 40'385 CHF | 46'021 CHF | 99.63% | 99.63% |
07.05.2024 | 13.34% | 0.04 CHF | 0.04 CHF | 1'170'600 | 1'170'600 | 1'170'340 | 1'170'340 | 40'962 CHF | 46'815 CHF | 99.83% | 99.83% |
06.05.2024 | 11.87% | 0.04 CHF | 0.04 CHF | 974'200 | 974'200 | 974'200 | 974'200 | 38'793 CHF | 43'664 CHF | 100.00% | 100.00% |
03.05.2024 | 12.61% | 0.04 CHF | 0.05 CHF | 964'700 | 964'700 | 964'700 | 964'700 | 35'976 CHF | 40'799 CHF | 100.00% | 100.00% |
02.05.2024 | 10.55% | 0.05 CHF | 0.05 CHF | 794'800 | 794'800 | 794'800 | 794'800 | 35'678 CHF | 39'652 CHF | 100.00% | 100.00% |