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 | 22.09% | 0.03 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'550'800 | 2'510'660 | 51'840 CHF | 63'630 CHF | 99.50% | 99.50% |
14.05.2024 | 30.33% | 0.02 CHF | 0.03 CHF | 3'000'000 | 3'000'000 | 2'528'890 | 2'519'680 | 52'996 CHF | 65'525 CHF | 99.94% | 99.94% |
13.05.2024 | 8.47% | 0.03 CHF | 0.04 CHF | 3'000'000 | 3'000'000 | 816'529 | 814'325 | 131'560 CHF | 137'918 CHF | 99.45% | 99.45% |
10.05.2024 | 6.14% | 0.41 CHF | 0.42 CHF | 869'500 | 869'500 | 715'947 | 713'636 | 258'110 CHF | 264'846 CHF | 98.64% | 98.64% |
08.05.2024 | 5.13% | 0.33 CHF | 0.34 CHF | 930'100 | 930'100 | 765'967 | 763'518 | 320'791 CHF | 327'957 CHF | 98.41% | 98.41% |
07.05.2024 | 5.78% | 0.32 CHF | 0.33 CHF | 1'702'900 | 1'702'900 | 1'395'140 | 1'390'180 | 305'917 CHF | 314'308 CHF | 100.00% | 100.00% |
06.05.2024 | 9.81% | 0.22 CHF | 0.22 CHF | 828'200 | 828'200 | 446'583 | 444'155 | 110'543 CHF | 114'158 CHF | 99.39% | 99.39% |
03.05.2024 | 5.98% | 0.27 CHF | 0.28 CHF | 1'242'400 | 1'242'400 | 1'038'240 | 1'035'710 | 230'632 CHF | 236'127 CHF | 97.95% | 97.95% |
02.05.2024 | 5.86% | 0.59 CHF | 0.60 CHF | 413'400 | 413'400 | 343'354 | 343'354 | 147'134 CHF | 150'952 CHF | 98.56% | 98.56% |
30.04.2024 | 2.51% | 3.74 CHF | 3.76 CHF | 167'600 | 167'600 | 134'035 | 134'035 | 369'238 CHF | 372'301 CHF | 99.42% | 99.42% |