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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 5.41% | 0.09 CHF | 0.10 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 270'000 CHF | 285'000 CHF | 100.00% | 100.00% |
10.05.2024 | 5.40% | 0.09 CHF | 0.10 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 270'046 CHF | 285'046 CHF | 100.00% | 100.00% |
08.05.2024 | 5.18% | 0.10 CHF | 0.10 CHF | 3'000'000 | 3'000'000 | 2'982'800 | 2'982'800 | 283'366 CHF | 298'366 CHF | 99.67% | 99.67% |
07.05.2024 | 5.13% | 0.10 CHF | 0.10 CHF | 3'000'000 | 3'000'000 | 2'998'950 | 2'998'950 | 284'901 CHF | 299'901 CHF | 99.69% | 99.69% |
06.05.2024 | 5.04% | 0.10 CHF | 0.10 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 290'230 CHF | 305'230 CHF | 100.00% | 100.00% |
03.05.2024 | 4.81% | 0.10 CHF | 0.11 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 304'328 CHF | 319'328 CHF | 100.00% | 100.00% |
02.05.2024 | 4.64% | 0.11 CHF | 0.11 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 315'813 CHF | 330'813 CHF | 99.57% | 99.57% |
30.04.2024 | 4.88% | 0.11 CHF | 0.11 CHF | 3'000'000 | 3'000'000 | 2'998'470 | 2'998'470 | 300'325 CHF | 315'325 CHF | 100.00% | 100.00% |
29.04.2024 | 4.88% | 0.10 CHF | 0.11 CHF | 3'000'000 | 3'000'000 | 2'999'450 | 2'999'450 | 299'945 CHF | 314'945 CHF | 99.62% | 99.62% |
26.04.2024 | 4.75% | 0.10 CHF | 0.11 CHF | 3'000'000 | 3'000'000 | 2'999'800 | 2'999'800 | 308'283 CHF | 323'283 CHF | 99.69% | 99.69% |