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 | 8.09% | 0.12 CHF | 0.13 CHF | 3'000'000 | 3'000'000 | 1'052'600 | 1'052'600 | 127'119 CHF | 137'661 CHF | 100.00% | 100.00% |
13.05.2024 | 7.82% | 0.13 CHF | 0.14 CHF | 2'968'300 | 2'968'300 | 1'028'100 | 1'028'100 | 129'560 CHF | 139'854 CHF | 100.00% | 100.00% |
10.05.2024 | 7.93% | 0.13 CHF | 0.14 CHF | 2'999'900 | 2'999'900 | 1'024'800 | 1'024'800 | 126'124 CHF | 136'385 CHF | 100.00% | 100.00% |
08.05.2024 | 7.43% | 0.12 CHF | 0.13 CHF | 2'855'900 | 2'855'900 | 961'395 | 961'395 | 122'789 CHF | 132'416 CHF | 98.99% | 98.99% |
07.05.2024 | 7.05% | 0.14 CHF | 0.14 CHF | 2'645'000 | 2'645'000 | 959'065 | 959'065 | 133'226 CHF | 142'829 CHF | 97.82% | 97.82% |
06.05.2024 | 6.29% | 0.14 CHF | 0.16 CHF | 2'343'100 | 2'343'100 | 822'913 | 822'913 | 126'253 CHF | 134'492 CHF | 100.00% | 100.00% |
03.05.2024 | 5.62% | 0.17 CHF | 0.18 CHF | 2'131'200 | 2'131'200 | 732'381 | 732'381 | 125'721 CHF | 133'053 CHF | 100.00% | 100.00% |
02.05.2024 | 5.11% | 0.19 CHF | 0.20 CHF | 1'879'100 | 1'879'100 | 659'243 | 659'243 | 126'369 CHF | 132'970 CHF | 100.00% | 100.00% |
30.04.2024 | 5.19% | 0.20 CHF | 0.21 CHF | 2'082'400 | 2'082'400 | 707'304 | 707'304 | 136'764 CHF | 143'847 CHF | 100.00% | 100.00% |
29.04.2024 | 5.24% | 0.19 CHF | 0.20 CHF | 2'118'900 | 2'118'900 | 717'029 | 717'029 | 136'937 CHF | 144'115 CHF | 99.56% | 99.56% |