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 | 21.02% | 0.04 CHF | 0.05 CHF | 1'298'900 | 1'298'900 | 1'290'210 | 1'290'210 | 55'395 CHF | 68'331 CHF | 100.00% | 100.00% |
14.05.2024 | 18.29% | 0.05 CHF | 0.06 CHF | 1'213'800 | 1'213'800 | 1'203'300 | 1'203'300 | 59'827 CHF | 71'860 CHF | 99.32% | 99.32% |
13.05.2024 | 18.11% | 0.05 CHF | 0.06 CHF | 1'216'800 | 1'216'800 | 1'211'780 | 1'211'780 | 60'884 CHF | 73'002 CHF | 100.00% | 100.00% |
10.05.2024 | 17.25% | 0.06 CHF | 0.07 CHF | 1'164'200 | 1'164'200 | 1'159'400 | 1'159'400 | 61'520 CHF | 73'114 CHF | 100.00% | 100.00% |
08.05.2024 | 16.58% | 0.06 CHF | 0.07 CHF | 1'110'300 | 1'110'300 | 1'105'550 | 1'105'550 | 61'181 CHF | 72'238 CHF | 99.25% | 99.25% |
07.05.2024 | 16.72% | 0.06 CHF | 0.07 CHF | 1'246'200 | 1'246'200 | 1'240'920 | 1'240'920 | 68'088 CHF | 80'497 CHF | 97.61% | 97.61% |
06.05.2024 | 18.18% | 0.05 CHF | 0.06 CHF | 1'244'400 | 1'244'400 | 1'239'220 | 1'239'220 | 61'961 CHF | 74'353 CHF | 99.00% | 99.00% |
03.05.2024 | 18.15% | 0.05 CHF | 0.06 CHF | 1'195'600 | 1'195'600 | 1'190'670 | 1'190'670 | 59'646 CHF | 71'553 CHF | 100.00% | 100.00% |
02.05.2024 | 17.40% | 0.06 CHF | 0.07 CHF | 1'313'000 | 1'313'000 | 1'307'580 | 1'307'580 | 68'786 CHF | 81'862 CHF | 100.00% | 100.00% |
30.04.2024 | 20.05% | 0.05 CHF | 0.06 CHF | 1'622'000 | 1'622'000 | 1'545'590 | 1'545'590 | 69'470 CHF | 84'932 CHF | 100.00% | 100.00% |