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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 9.48% | 0.10 CHF | 0.11 CHF | 2'205'800 | 2'205'800 | 944'476 | 944'476 | 96'103 CHF | 105'564 CHF | 100.00% | 100.00% |
16.05.2024 | 8.68% | 0.10 CHF | 0.11 CHF | 2'007'200 | 2'007'200 | 893'595 | 893'595 | 99'045 CHF | 108'014 CHF | 99.99% | 99.99% |
15.05.2024 | 7.02% | 0.13 CHF | 0.14 CHF | 1'696'200 | 1'696'200 | 741'457 | 741'457 | 102'109 CHF | 109'551 CHF | 100.00% | 100.00% |
14.05.2024 | 6.22% | 0.15 CHF | 0.16 CHF | 1'597'700 | 1'597'700 | 705'888 | 705'888 | 111'231 CHF | 118'303 CHF | 100.00% | 100.00% |
13.05.2024 | 6.56% | 0.15 CHF | 0.16 CHF | 1'673'000 | 1'673'000 | 727'924 | 727'924 | 109'357 CHF | 116'649 CHF | 100.00% | 100.00% |
10.05.2024 | 6.78% | 0.16 CHF | 0.17 CHF | 1'723'600 | 1'723'600 | 737'733 | 737'733 | 107'404 CHF | 114'794 CHF | 100.00% | 100.00% |
08.05.2024 | 6.83% | 0.14 CHF | 0.16 CHF | 1'817'600 | 1'817'600 | 773'846 | 773'846 | 111'114 CHF | 118'866 CHF | 99.01% | 99.01% |
07.05.2024 | 7.11% | 0.13 CHF | 0.14 CHF | 1'845'500 | 1'845'500 | 811'715 | 811'715 | 111'612 CHF | 119'744 CHF | 97.82% | 97.82% |
06.05.2024 | 6.84% | 0.14 CHF | 0.15 CHF | 1'564'200 | 1'564'200 | 673'779 | 673'779 | 95'971 CHF | 102'721 CHF | 100.00% | 100.00% |
03.05.2024 | 5.54% | 0.18 CHF | 0.19 CHF | 1'409'800 | 1'409'800 | 612'636 | 612'636 | 107'808 CHF | 113'944 CHF | 99.96% | 99.96% |