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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08.05.2024 | 3.90% | 0.13 CHF | 0.14 CHF | 3'000'000 | 3'000'000 | 2'999'270 | 2'998'960 | 377'663 CHF | 392'621 CHF | 99.63% | 99.63% |
07.05.2024 | 3.76% | 0.13 CHF | 0.14 CHF | 3'000'000 | 3'000'000 | 2'998'270 | 2'998'260 | 392'244 CHF | 407'244 CHF | 100.00% | 100.00% |
06.05.2024 | 3.65% | 0.14 CHF | 0.14 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 403'696 CHF | 418'696 CHF | 100.00% | 100.00% |
03.05.2024 | 3.65% | 0.13 CHF | 0.14 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 404'015 CHF | 419'015 CHF | 99.99% | 99.99% |
02.05.2024 | 3.57% | 0.13 CHF | 0.14 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 2'998'420 | 412'830 CHF | 427'602 CHF | 100.00% | 100.00% |
30.04.2024 | 3.07% | 0.16 CHF | 0.16 CHF | 3'000'000 | 3'000'000 | 2'998'590 | 2'998'590 | 481'082 CHF | 496'082 CHF | 100.00% | 100.00% |
29.04.2024 | 2.99% | 0.16 CHF | 0.17 CHF | 3'000'000 | 3'000'000 | 2'999'540 | 2'999'670 | 494'749 CHF | 509'769 CHF | 100.00% | 100.00% |
26.04.2024 | 2.92% | 0.17 CHF | 0.17 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 505'656 CHF | 520'656 CHF | 99.54% | 99.54% |
25.04.2024 | 3.09% | 0.16 CHF | 0.16 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 478'379 CHF | 493'379 CHF | 100.00% | 100.00% |
24.04.2024 | 3.06% | 0.16 CHF | 0.17 CHF | 3'000'000 | 3'000'000 | 2'998'910 | 2'998'910 | 482'775 CHF | 497'775 CHF | 100.00% | 100.00% |