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 | 7.05% | 0.12 CHF | 0.12 CHF | 1'297'300 | 1'297'300 | 1'058'750 | 1'054'960 | 185'308 CHF | 190'337 CHF | 99.50% | 99.50% |
14.05.2024 | 7.72% | 0.17 CHF | 0.17 CHF | 1'048'600 | 1'048'600 | 854'889 | 854'875 | 130'398 CHF | 135'055 CHF | 99.94% | 99.94% |
13.05.2024 | 6.34% | 0.23 CHF | 0.24 CHF | 3'000'000 | 3'000'000 | 2'462'290 | 2'452'630 | 372'245 CHF | 383'955 CHF | 100.00% | 100.00% |
10.05.2024 | 7.39% | 0.10 CHF | 0.11 CHF | 2'661'800 | 2'661'800 | 2'191'700 | 2'184'640 | 259'385 CHF | 269'941 CHF | 98.64% | 98.64% |
08.05.2024 | 7.76% | 0.13 CHF | 0.14 CHF | 2'431'600 | 2'431'600 | 2'002'470 | 1'995'940 | 192'940 CHF | 202'472 CHF | 98.41% | 98.41% |
07.05.2024 | 6.21% | 0.14 CHF | 0.14 CHF | 1'762'700 | 1'762'700 | 464'034 | 463'093 | 180'665 CHF | 185'690 CHF | 99.63% | 99.63% |
06.05.2024 | 6.04% | 0.79 CHF | 0.80 CHF | 532'400 | 532'400 | 288'592 | 287'015 | 210'889 CHF | 213'801 CHF | 100.00% | 100.00% |
03.05.2024 | 3.65% | 1.17 CHF | 1.19 CHF | 190'100 | 190'100 | 158'866 | 158'475 | 231'465 CHF | 234'286 CHF | 97.92% | 97.92% |
02.05.2024 | 2.78% | 1.06 CHF | 1.07 CHF | 353'200 | 353'200 | 293'356 | 293'357 | 364'220 CHF | 367'547 CHF | 98.56% | 98.56% |
30.04.2024 | 3.53% | 0.57 CHF | 0.58 CHF | 485'200 | 485'200 | 397'741 | 397'735 | 355'038 CHF | 359'333 CHF | 100.00% | 100.00% |