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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 50.15% | 0.02 CHF | 0.03 CHF | 2'623'600 | 2'623'600 | 2'610'320 | 2'610'320 | 39'155 CHF | 65'324 CHF | 100.00% | 100.00% |
14.05.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 2'571'800 | 2'571'800 | 2'599'380 | 2'599'380 | 38'991 CHF | 64'985 CHF | 99.69% | 99.69% |
13.05.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 2'561'600 | 2'561'600 | 2'559'830 | 2'559'830 | 38'397 CHF | 63'996 CHF | 100.00% | 100.00% |
10.05.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 2'235'900 | 2'235'900 | 2'233'990 | 2'233'990 | 33'510 CHF | 55'850 CHF | 100.00% | 100.00% |
08.05.2024 | 50.00% | 0.02 CHF | 0.03 CHF | 2'259'000 | 2'259'000 | 2'256'900 | 2'256'900 | 33'854 CHF | 56'423 CHF | 99.08% | 99.08% |
07.05.2024 | 49.84% | 0.02 CHF | 0.03 CHF | 2'036'900 | 2'036'900 | 2'038'140 | 2'038'140 | 30'749 CHF | 51'132 CHF | 99.70% | 99.70% |
06.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'788'300 | 1'788'300 | 1'788'630 | 1'788'630 | 35'773 CHF | 53'659 CHF | 100.00% | 100.00% |
03.05.2024 | 40.00% | 0.02 CHF | 0.03 CHF | 1'579'100 | 1'579'100 | 1'580'370 | 1'580'370 | 31'607 CHF | 47'411 CHF | 100.00% | 100.00% |
02.05.2024 | 38.20% | 0.03 CHF | 0.04 CHF | 1'763'500 | 1'763'500 | 1'754'470 | 1'754'470 | 37'468 CHF | 55'013 CHF | 100.00% | 100.00% |
30.04.2024 | 40.02% | 0.02 CHF | 0.03 CHF | 1'800'200 | 1'800'200 | 1'792'490 | 1'792'490 | 35'850 CHF | 53'781 CHF | 100.00% | 100.00% |