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 | 5.41% | 0.09 CHF | 0.10 CHF | 2'396'900 | 2'396'900 | 2'390'790 | 2'390'790 | 216'234 CHF | 228'219 CHF | 100.00% | 100.00% |
14.05.2024 | 4.90% | 0.10 CHF | 0.10 CHF | 2'171'100 | 2'171'100 | 2'171'000 | 2'171'000 | 216'074 CHF | 226'929 CHF | 99.77% | 99.77% |
13.05.2024 | 4.70% | 0.11 CHF | 0.11 CHF | 2'114'200 | 2'114'200 | 2'114'200 | 2'114'200 | 219'705 CHF | 230'276 CHF | 100.00% | 100.00% |
10.05.2024 | 4.64% | 0.11 CHF | 0.11 CHF | 2'014'200 | 2'014'200 | 2'014'200 | 2'014'200 | 211'946 CHF | 222'017 CHF | 100.00% | 100.00% |
08.05.2024 | 4.61% | 0.11 CHF | 0.11 CHF | 2'141'000 | 2'141'000 | 2'140'720 | 2'140'720 | 227'138 CHF | 237'843 CHF | 99.44% | 99.44% |
07.05.2024 | 4.37% | 0.11 CHF | 0.11 CHF | 1'715'800 | 1'715'800 | 1'715'100 | 1'715'100 | 192'303 CHF | 200'882 CHF | 99.95% | 99.95% |
06.05.2024 | 3.73% | 0.13 CHF | 0.13 CHF | 1'548'300 | 1'548'300 | 1'548'300 | 1'548'300 | 203'741 CHF | 211'483 CHF | 100.00% | 100.00% |
03.05.2024 | 3.77% | 0.14 CHF | 0.14 CHF | 1'663'900 | 1'663'900 | 1'663'900 | 1'663'900 | 217'225 CHF | 225'544 CHF | 100.00% | 100.00% |
02.05.2024 | 3.80% | 0.13 CHF | 0.14 CHF | 1'576'600 | 1'576'600 | 1'576'600 | 1'576'600 | 203'749 CHF | 211'632 CHF | 99.63% | 99.63% |
30.04.2024 | 3.72% | 0.14 CHF | 0.14 CHF | 1'761'300 | 1'761'300 | 1'760'730 | 1'760'730 | 232'680 CHF | 241'487 CHF | 100.00% | 100.00% |