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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 2.82% | 0.18 CHF | 0.18 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 525'372 CHF | 540'372 CHF | 100.00% | 100.00% |
10.05.2024 | 2.82% | 0.17 CHF | 0.18 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 524'061 CHF | 539'061 CHF | 100.00% | 100.00% |
08.05.2024 | 3.12% | 0.16 CHF | 0.17 CHF | 3'000'000 | 3'000'000 | 2'982'970 | 2'982'970 | 475'384 CHF | 490'384 CHF | 99.67% | 99.67% |
07.05.2024 | 3.07% | 0.17 CHF | 0.17 CHF | 3'000'000 | 3'000'000 | 2'998'940 | 2'998'940 | 481'085 CHF | 496'085 CHF | 99.69% | 99.69% |
06.05.2024 | 3.30% | 0.15 CHF | 0.16 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 447'672 CHF | 462'672 CHF | 100.00% | 100.00% |
03.05.2024 | 3.61% | 0.14 CHF | 0.14 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 408'571 CHF | 423'571 CHF | 99.98% | 99.98% |
02.05.2024 | 3.94% | 0.13 CHF | 0.13 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 372'996 CHF | 387'996 CHF | 99.58% | 99.58% |
30.04.2024 | 3.42% | 0.14 CHF | 0.14 CHF | 3'000'000 | 3'000'000 | 2'998'540 | 2'998'540 | 431'694 CHF | 446'694 CHF | 100.00% | 100.00% |
29.04.2024 | 3.39% | 0.14 CHF | 0.15 CHF | 3'000'000 | 3'000'000 | 2'999'460 | 2'999'460 | 435'183 CHF | 450'183 CHF | 99.64% | 99.64% |
26.04.2024 | 3.50% | 0.14 CHF | 0.14 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 420'890 CHF | 435'890 CHF | 99.69% | 99.69% |