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 | 2.29% | 0.22 CHF | 0.23 CHF | 3'000'000 | 3'000'000 | 2'998'120 | 2'998'120 | 646'692 CHF | 661'692 CHF | 100.00% | 100.00% |
15.05.2024 | 2.31% | 0.21 CHF | 0.22 CHF | 3'000'000 | 3'000'000 | 2'992'110 | 2'992'110 | 643'517 CHF | 658'517 CHF | 99.53% | 99.53% |
14.05.2024 | 2.25% | 0.22 CHF | 0.23 CHF | 3'000'000 | 3'000'000 | 2'999'880 | 2'999'880 | 659'975 CHF | 674'975 CHF | 99.84% | 99.84% |
13.05.2024 | 2.27% | 0.22 CHF | 0.23 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 654'586 CHF | 669'586 CHF | 100.00% | 100.00% |
10.05.2024 | 2.30% | 0.22 CHF | 0.22 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 644'516 CHF | 659'516 CHF | 100.00% | 100.00% |
08.05.2024 | 2.16% | 0.23 CHF | 0.24 CHF | 3'000'000 | 3'000'000 | 2'999'680 | 2'999'680 | 686'611 CHF | 701'611 CHF | 99.44% | 99.44% |
07.05.2024 | 2.08% | 0.23 CHF | 0.24 CHF | 3'000'000 | 3'000'000 | 2'998'260 | 2'998'260 | 715'688 CHF | 730'688 CHF | 100.00% | 100.00% |
06.05.2024 | 2.48% | 0.25 CHF | 0.25 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 741'304 CHF | 760'011 CHF | 99.73% | 99.73% |
03.05.2024 | 3.77% | 0.26 CHF | 0.27 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 772'338 CHF | 802'018 CHF | 99.47% | 99.47% |
02.05.2024 | 3.77% | 0.26 CHF | 0.27 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 780'000 CHF | 810'000 CHF | 99.56% | 99.56% |