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 | 11.82% | 0.08 CHF | 0.09 CHF | 892'700 | 892'700 | 892'686 | 892'686 | 71'174 CHF | 80'101 CHF | 98.52% | 98.52% |
13.05.2024 | 12.35% | 0.08 CHF | 0.09 CHF | 854'500 | 854'500 | 854'500 | 854'500 | 64'947 CHF | 73'492 CHF | 100.00% | 100.00% |
10.05.2024 | 12.12% | 0.08 CHF | 0.09 CHF | 966'300 | 966'300 | 966'300 | 966'300 | 74'950 CHF | 84'613 CHF | 100.00% | 100.00% |
08.05.2024 | 14.33% | 0.07 CHF | 0.08 CHF | 997'300 | 997'300 | 997'300 | 997'300 | 64'619 CHF | 74'592 CHF | 99.25% | 99.25% |
07.05.2024 | 14.99% | 0.07 CHF | 0.08 CHF | 1'044'200 | 1'044'200 | 1'044'080 | 1'044'080 | 64'534 CHF | 74'976 CHF | 95.46% | 95.46% |
06.05.2024 | 14.96% | 0.06 CHF | 0.07 CHF | 1'051'200 | 1'051'200 | 1'051'200 | 1'051'200 | 65'121 CHF | 75'633 CHF | 98.43% | 98.43% |
03.05.2024 | 15.75% | 0.06 CHF | 0.07 CHF | 1'254'600 | 1'254'600 | 1'254'770 | 1'254'770 | 73'498 CHF | 86'046 CHF | 100.00% | 100.00% |
02.05.2024 | 18.23% | 0.05 CHF | 0.06 CHF | 1'304'100 | 1'304'100 | 1'303'960 | 1'303'960 | 65'114 CHF | 78'153 CHF | 100.00% | 100.00% |
30.04.2024 | 18.00% | 0.05 CHF | 0.06 CHF | 1'175'100 | 1'175'100 | 1'174'730 | 1'174'730 | 59'493 CHF | 71'244 CHF | 100.00% | 100.00% |
29.04.2024 | 16.63% | 0.06 CHF | 0.07 CHF | 1'164'200 | 1'164'200 | 1'141'700 | 1'141'700 | 62'971 CHF | 74'388 CHF | 99.99% | 99.99% |