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 | 3.50% | 0.14 CHF | 0.15 CHF | 3'000'000 | 3'000'000 | 2'996'110 | 2'996'110 | 421'927 CHF | 436'927 CHF | 100.00% | 100.00% |
15.05.2024 | 3.74% | 0.14 CHF | 0.14 CHF | 3'000'000 | 3'000'000 | 2'992'250 | 2'992'250 | 394'137 CHF | 409'137 CHF | 100.00% | 100.00% |
14.05.2024 | 3.91% | 0.13 CHF | 0.13 CHF | 3'000'000 | 3'000'000 | 2'999'990 | 2'999'990 | 375'917 CHF | 390'917 CHF | 99.82% | 99.82% |
13.05.2024 | 3.77% | 0.13 CHF | 0.14 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 390'194 CHF | 405'194 CHF | 100.00% | 100.00% |
10.05.2024 | 3.79% | 0.13 CHF | 0.13 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 388'319 CHF | 403'319 CHF | 100.00% | 100.00% |
08.05.2024 | 4.45% | 0.11 CHF | 0.12 CHF | 3'000'000 | 3'000'000 | 2'998'440 | 2'998'440 | 329'672 CHF | 344'672 CHF | 99.67% | 99.67% |
07.05.2024 | 4.45% | 0.11 CHF | 0.12 CHF | 3'000'000 | 3'000'000 | 2'996'810 | 2'996'810 | 329'649 CHF | 344'649 CHF | 99.50% | 99.50% |
06.05.2024 | 4.59% | 0.11 CHF | 0.11 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 319'567 CHF | 334'567 CHF | 100.00% | 100.00% |
03.05.2024 | 4.83% | 0.10 CHF | 0.11 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 303'397 CHF | 318'397 CHF | 100.00% | 100.00% |
02.05.2024 | 5.41% | 0.09 CHF | 0.10 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 269'925 CHF | 284'925 CHF | 99.65% | 99.65% |