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 | 2.85% | 0.17 CHF | 0.18 CHF | 3'000'000 | 3'000'000 | 2'997'720 | 2'997'720 | 518'634 CHF | 533'634 CHF | 100.00% | 100.00% |
15.05.2024 | 3.13% | 0.17 CHF | 0.17 CHF | 3'000'000 | 3'000'000 | 2'992'220 | 2'992'220 | 473'223 CHF | 488'223 CHF | 99.90% | 99.90% |
14.05.2024 | 3.36% | 0.15 CHF | 0.16 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 438'880 CHF | 453'880 CHF | 99.31% | 99.31% |
13.05.2024 | 3.38% | 0.14 CHF | 0.15 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 435'924 CHF | 450'924 CHF | 100.00% | 100.00% |
10.05.2024 | 3.48% | 0.14 CHF | 0.15 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 423'274 CHF | 438'274 CHF | 100.00% | 100.00% |
08.05.2024 | 3.92% | 0.13 CHF | 0.13 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 374'989 CHF | 389'989 CHF | 99.77% | 99.77% |
07.05.2024 | 4.31% | 0.12 CHF | 0.13 CHF | 3'000'000 | 3'000'000 | 2'999'400 | 2'999'400 | 340'491 CHF | 355'491 CHF | 96.10% | 96.10% |
06.05.2024 | 4.78% | 0.10 CHF | 0.11 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 306'383 CHF | 321'383 CHF | 100.00% | 100.00% |
03.05.2024 | 5.10% | 0.10 CHF | 0.10 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 286'990 CHF | 301'990 CHF | 99.90% | 99.90% |
02.05.2024 | 5.21% | 0.09 CHF | 0.10 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 280'789 CHF | 295'789 CHF | 99.59% | 99.59% |