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 | 1.49% | 0.65 CHF | 0.66 CHF | 3'000'000 | 3'000'000 | 2'998'150 | 2'998'150 | 1'993'510 CHF | 2'023'510 CHF | 100.00% | 100.00% |
15.05.2024 | 1.50% | 0.68 CHF | 0.69 CHF | 3'000'000 | 3'000'000 | 2'992'140 | 2'992'140 | 1'990'070 CHF | 2'020'070 CHF | 99.54% | 99.54% |
14.05.2024 | 1.54% | 0.65 CHF | 0.66 CHF | 3'000'000 | 3'000'000 | 2'999'880 | 2'999'880 | 1'928'010 CHF | 1'958'010 CHF | 99.85% | 99.85% |
13.05.2024 | 1.53% | 0.65 CHF | 0.66 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 1'949'300 CHF | 1'979'300 CHF | 100.00% | 100.00% |
10.05.2024 | 1.50% | 0.65 CHF | 0.66 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 1'987'770 CHF | 2'017'770 CHF | 100.00% | 100.00% |
08.05.2024 | 1.65% | 0.60 CHF | 0.61 CHF | 3'000'000 | 3'000'000 | 2'999'650 | 2'999'650 | 1'804'850 CHF | 1'834'850 CHF | 99.44% | 99.44% |
07.05.2024 | 1.75% | 0.59 CHF | 0.60 CHF | 3'000'000 | 3'000'000 | 2'998'270 | 2'998'270 | 1'700'360 CHF | 1'730'360 CHF | 100.00% | 100.00% |
06.05.2024 | 1.86% | 0.54 CHF | 0.55 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 1'602'200 CHF | 1'632'200 CHF | 99.73% | 99.73% |
03.05.2024 | 1.94% | 0.51 CHF | 0.52 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 1'532'910 CHF | 1'562'910 CHF | 99.48% | 99.48% |
02.05.2024 | 1.97% | 0.50 CHF | 0.51 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 1'507'790 CHF | 1'537'790 CHF | 99.56% | 99.56% |