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 | 3.60% | 0.13 CHF | 0.14 CHF | 3'000'000 | 3'000'000 | 2'992'470 | 2'992'470 | 410'638 CHF | 425'638 CHF | 99.84% | 99.84% |
14.05.2024 | 3.26% | 0.15 CHF | 0.16 CHF | 3'000'000 | 3'000'000 | 2'999'710 | 2'999'710 | 453'105 CHF | 468'105 CHF | 99.88% | 99.88% |
13.05.2024 | 3.23% | 0.16 CHF | 0.16 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 456'845 CHF | 471'845 CHF | 99.45% | 99.45% |
10.05.2024 | 3.58% | 0.14 CHF | 0.14 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 412'253 CHF | 427'253 CHF | 100.00% | 100.00% |
08.05.2024 | 2.73% | 0.18 CHF | 0.19 CHF | 3'000'000 | 3'000'000 | 2'999'650 | 2'999'650 | 542'279 CHF | 557'279 CHF | 99.29% | 99.29% |
07.05.2024 | 2.78% | 0.18 CHF | 0.18 CHF | 3'000'000 | 3'000'000 | 2'845'940 | 2'845'940 | 506'062 CHF | 520'300 CHF | 100.00% | 100.00% |
06.05.2024 | 2.85% | 0.17 CHF | 0.18 CHF | 2'826'600 | 2'826'600 | 2'826'600 | 2'826'600 | 488'178 CHF | 502'311 CHF | 100.00% | 100.00% |
03.05.2024 | 2.58% | 0.20 CHF | 0.20 CHF | 2'826'600 | 2'826'600 | 2'763'460 | 2'763'460 | 529'275 CHF | 543'092 CHF | 98.20% | 98.20% |
02.05.2024 | 2.58% | 0.19 CHF | 0.20 CHF | 2'754'900 | 2'754'900 | 2'915'910 | 2'915'910 | 558'470 CHF | 573'049 CHF | 99.99% | 99.99% |
30.04.2024 | 2.70% | 0.20 CHF | 0.20 CHF | 3'000'000 | 3'000'000 | 2'998'910 | 2'998'910 | 548'390 CHF | 563'390 CHF | 99.76% | 99.76% |