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 | 24.08% | 0.04 CHF | 0.05 CHF | 709'300 | 709'300 | 705'859 | 705'859 | 25'921 CHF | 32'985 CHF | 100.00% | 100.00% |
15.05.2024 | 25.25% | 0.04 CHF | 0.05 CHF | 753'100 | 753'100 | 748'053 | 748'053 | 26'030 CHF | 33'530 CHF | 100.00% | 100.00% |
14.05.2024 | 27.05% | 0.04 CHF | 0.05 CHF | 716'100 | 716'100 | 713'071 | 713'071 | 22'907 CHF | 30'038 CHF | 100.00% | 100.00% |
13.05.2024 | 23.97% | 0.04 CHF | 0.05 CHF | 585'300 | 585'300 | 583'676 | 583'676 | 21'516 CHF | 27'352 CHF | 100.00% | 100.00% |
10.05.2024 | 24.13% | 0.04 CHF | 0.05 CHF | 651'100 | 651'100 | 629'115 | 629'115 | 23'009 CHF | 29'300 CHF | 100.00% | 100.00% |
08.05.2024 | 26.44% | 0.04 CHF | 0.05 CHF | 471'600 | 471'600 | 469'590 | 469'590 | 15'496 CHF | 20'192 CHF | 99.25% | 99.25% |
07.05.2024 | 20.45% | 0.06 CHF | 0.07 CHF | 534'200 | 534'200 | 518'706 | 518'706 | 23'192 CHF | 28'379 CHF | 97.62% | 97.62% |
06.05.2024 | 18.99% | 0.05 CHF | 0.06 CHF | 468'800 | 468'800 | 466'867 | 466'867 | 22'314 CHF | 26'983 CHF | 100.00% | 100.00% |
03.05.2024 | 18.68% | 0.05 CHF | 0.06 CHF | 476'600 | 476'600 | 474'635 | 474'635 | 23'074 CHF | 27'820 CHF | 100.00% | 100.00% |
02.05.2024 | 17.95% | 0.05 CHF | 0.06 CHF | 399'600 | 399'600 | 397'952 | 397'952 | 20'203 CHF | 24'183 CHF | 100.00% | 100.00% |