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 | 4.87% | 0.10 CHF | 0.11 CHF | 3'000'000 | 3'000'000 | 2'997'550 | 2'997'550 | 301'066 CHF | 316'066 CHF | 100.00% | 100.00% |
15.05.2024 | 5.60% | 0.10 CHF | 0.10 CHF | 3'000'000 | 3'000'000 | 2'992'200 | 2'992'200 | 261'244 CHF | 276'244 CHF | 100.00% | 100.00% |
14.05.2024 | 5.74% | 0.09 CHF | 0.09 CHF | 3'000'000 | 3'000'000 | 2'999'990 | 2'999'990 | 253'861 CHF | 268'861 CHF | 99.82% | 99.82% |
13.05.2024 | 5.60% | 0.09 CHF | 0.09 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 260'379 CHF | 275'379 CHF | 100.00% | 100.00% |
10.05.2024 | 5.71% | 0.09 CHF | 0.09 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 255'076 CHF | 270'076 CHF | 100.00% | 100.00% |
08.05.2024 | 7.17% | 0.07 CHF | 0.08 CHF | 3'000'000 | 3'000'000 | 2'999'710 | 2'999'710 | 202'037 CHF | 217'037 CHF | 99.67% | 99.67% |
07.05.2024 | 7.10% | 0.07 CHF | 0.08 CHF | 3'000'000 | 3'000'000 | 2'999'340 | 2'999'340 | 204'127 CHF | 219'127 CHF | 99.50% | 99.50% |
06.05.2024 | 7.41% | 0.07 CHF | 0.07 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 195'000 CHF | 210'000 CHF | 100.00% | 100.00% |
03.05.2024 | 7.94% | 0.06 CHF | 0.07 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 181'660 CHF | 196'660 CHF | 99.99% | 99.99% |
02.05.2024 | 9.53% | 0.05 CHF | 0.06 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 149'854 CHF | 164'854 CHF | 99.62% | 99.62% |