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 | 3.07% | 0.34 CHF | 0.35 CHF | 3'000'000 | 3'000'000 | 2'992'230 | 2'992'230 | 964'781 CHF | 994'781 CHF | 100.00% | 100.00% |
14.05.2024 | 3.27% | 0.31 CHF | 0.32 CHF | 3'000'000 | 3'000'000 | 2'999'730 | 2'999'730 | 901'238 CHF | 931'238 CHF | 100.00% | 100.00% |
13.05.2024 | 3.28% | 0.30 CHF | 0.31 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 900'022 CHF | 930'022 CHF | 100.00% | 100.00% |
10.05.2024 | 3.29% | 0.29 CHF | 0.30 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 897'468 CHF | 927'468 CHF | 100.00% | 100.00% |
08.05.2024 | 3.45% | 0.29 CHF | 0.30 CHF | 3'000'000 | 3'000'000 | 2'999'690 | 2'999'690 | 855'103 CHF | 885'103 CHF | 96.63% | 96.63% |
07.05.2024 | 3.43% | 0.29 CHF | 0.30 CHF | 3'000'000 | 3'000'000 | 2'999'520 | 2'999'520 | 859'550 CHF | 889'550 CHF | 98.36% | 98.36% |
06.05.2024 | 3.62% | 0.28 CHF | 0.29 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 813'356 CHF | 843'356 CHF | 100.00% | 100.00% |
03.05.2024 | 2.63% | 0.25 CHF | 0.26 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 748'576 CHF | 768'713 CHF | 100.00% | 100.00% |
02.05.2024 | 2.21% | 0.23 CHF | 0.23 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 672'454 CHF | 687'454 CHF | 99.64% | 99.64% |
30.04.2024 | 3.78% | 0.25 CHF | 0.26 CHF | 3'000'000 | 3'000'000 | 2'998'810 | 2'998'810 | 774'312 CHF | 804'121 CHF | 99.99% | 99.99% |