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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 4.88% | 0.10 CHF | 0.11 CHF | 3'000'000 | 3'000'000 | 2'999'850 | 2'999'850 | 299'985 CHF | 314'985 CHF | 99.74% | 99.74% |
13.05.2024 | 4.88% | 0.10 CHF | 0.11 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 300'000 CHF | 315'000 CHF | 100.00% | 100.00% |
10.05.2024 | 4.88% | 0.10 CHF | 0.11 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 300'000 CHF | 315'000 CHF | 100.00% | 100.00% |
08.05.2024 | 4.75% | 0.11 CHF | 0.11 CHF | 3'000'000 | 3'000'000 | 2'999'620 | 2'999'620 | 308'550 CHF | 323'550 CHF | 99.67% | 99.67% |
07.05.2024 | 4.59% | 0.11 CHF | 0.11 CHF | 3'000'000 | 3'000'000 | 2'999'220 | 2'999'220 | 319'803 CHF | 334'803 CHF | 99.68% | 99.68% |
06.05.2024 | 4.44% | 0.11 CHF | 0.12 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 330'710 CHF | 345'710 CHF | 100.00% | 100.00% |
03.05.2024 | 4.31% | 0.12 CHF | 0.12 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 340'561 CHF | 355'561 CHF | 99.90% | 99.90% |
02.05.2024 | 4.26% | 0.12 CHF | 0.12 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 345'000 CHF | 360'000 CHF | 99.56% | 99.56% |
30.04.2024 | 4.45% | 0.12 CHF | 0.12 CHF | 3'000'000 | 3'000'000 | 2'998'390 | 2'998'390 | 330'100 CHF | 345'100 CHF | 100.00% | 100.00% |
29.04.2024 | 4.63% | 0.11 CHF | 0.12 CHF | 3'000'000 | 3'000'000 | 2'999'390 | 2'999'390 | 316'571 CHF | 331'571 CHF | 99.60% | 99.60% |