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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 5.39% | 0.09 CHF | 0.10 CHF | 3'000'000 | 3'000'000 | 2'992'120 | 2'992'120 | 271'737 CHF | 286'737 CHF | 100.00% | 100.00% |
14.05.2024 | 5.13% | 0.10 CHF | 0.10 CHF | 3'000'000 | 3'000'000 | 2'999'710 | 2'999'710 | 284'972 CHF | 299'972 CHF | 100.00% | 100.00% |
13.05.2024 | 5.13% | 0.10 CHF | 0.10 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 285'000 CHF | 300'000 CHF | 100.00% | 100.00% |
10.05.2024 | 5.13% | 0.10 CHF | 0.10 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 285'000 CHF | 300'000 CHF | 100.00% | 100.00% |
08.05.2024 | 5.02% | 0.10 CHF | 0.10 CHF | 3'000'000 | 3'000'000 | 2'999'690 | 2'999'690 | 291'245 CHF | 306'245 CHF | 96.63% | 96.63% |
07.05.2024 | 5.02% | 0.10 CHF | 0.10 CHF | 3'000'000 | 3'000'000 | 2'999'490 | 2'999'490 | 291'378 CHF | 306'378 CHF | 98.36% | 98.36% |
06.05.2024 | 4.88% | 0.10 CHF | 0.11 CHF | 3'000'000 | 3'000'000 | 2'996'620 | 3'000'000 | 299'661 CHF | 315'000 CHF | 100.00% | 100.00% |
03.05.2024 | 4.64% | 0.11 CHF | 0.11 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 316'150 CHF | 331'150 CHF | 100.00% | 100.00% |
02.05.2024 | 4.30% | 0.12 CHF | 0.12 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 341'702 CHF | 356'702 CHF | 99.57% | 99.57% |
30.04.2024 | 4.64% | 0.11 CHF | 0.12 CHF | 3'000'000 | 3'000'000 | 2'998'820 | 2'998'820 | 316'203 CHF | 331'203 CHF | 100.00% | 100.00% |