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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 3.20% | 0.16 CHF | 0.16 CHF | 853'200 | 853'200 | 1'028'250 | 1'028'250 | 159'294 CHF | 164'440 CHF | 100.00% | 100.00% |
15.05.2024 | 4.22% | 0.14 CHF | 0.15 CHF | 1'201'300 | 1'201'300 | 1'302'120 | 1'301'700 | 151'987 CHF | 158'461 CHF | 99.83% | 99.83% |
14.05.2024 | 5.07% | 0.10 CHF | 0.11 CHF | 1'414'900 | 1'414'900 | 1'516'880 | 1'516'880 | 146'000 CHF | 153'585 CHF | 99.89% | 99.89% |
13.05.2024 | 5.59% | 0.09 CHF | 0.09 CHF | 1'624'200 | 1'624'200 | 1'411'880 | 1'415'390 | 123'580 CHF | 130'973 CHF | 100.00% | 100.00% |
10.05.2024 | 4.55% | 0.09 CHF | 0.10 CHF | 1'196'500 | 1'196'500 | 1'488'660 | 1'488'660 | 163'042 CHF | 170'485 CHF | 100.00% | 100.00% |
08.05.2024 | 7.56% | 0.07 CHF | 0.08 CHF | 2'136'700 | 2'136'700 | 2'120'610 | 2'120'610 | 135'421 CHF | 146'025 CHF | 99.29% | 99.29% |
07.05.2024 | 7.28% | 0.07 CHF | 0.07 CHF | 2'104'300 | 2'104'300 | 2'496'000 | 2'496'000 | 165'047 CHF | 177'532 CHF | 100.00% | 100.00% |
06.05.2024 | 7.80% | 0.07 CHF | 0.07 CHF | 2'906'900 | 2'906'900 | 2'906'900 | 2'904'420 | 179'320 CHF | 193'694 CHF | 100.00% | 100.00% |
03.05.2024 | 10.30% | 0.04 CHF | 0.05 CHF | 2'906'900 | 2'906'900 | 2'952'700 | 2'952'700 | 137'056 CHF | 151'820 CHF | 98.74% | 98.74% |
02.05.2024 | 10.92% | 0.05 CHF | 0.06 CHF | 3'000'000 | 3'000'000 | 2'935'600 | 2'935'600 | 128'131 CHF | 142'809 CHF | 100.00% | 100.00% |