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 | 6.45% | 0.08 CHF | 0.08 CHF | 3'000'000 | 3'000'000 | 2'998'270 | 2'998'270 | 225'422 CHF | 240'422 CHF | 100.00% | 100.00% |
15.05.2024 | 4.95% | 0.09 CHF | 0.09 CHF | 3'000'000 | 3'000'000 | 2'992'390 | 2'992'390 | 297'304 CHF | 312'304 CHF | 100.00% | 100.00% |
14.05.2024 | 4.28% | 0.11 CHF | 0.12 CHF | 3'000'000 | 3'000'000 | 2'999'720 | 2'999'720 | 343'275 CHF | 358'275 CHF | 99.99% | 99.99% |
13.05.2024 | 4.46% | 0.12 CHF | 0.12 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 329'309 CHF | 344'309 CHF | 100.00% | 100.00% |
10.05.2024 | 4.44% | 0.12 CHF | 0.12 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 330'337 CHF | 345'337 CHF | 100.00% | 100.00% |
08.05.2024 | 3.71% | 0.14 CHF | 0.14 CHF | 3'000'000 | 3'000'000 | 2'982'800 | 2'982'800 | 399'606 CHF | 414'606 CHF | 99.67% | 99.67% |
07.05.2024 | 3.70% | 0.13 CHF | 0.13 CHF | 3'000'000 | 3'000'000 | 2'998'940 | 2'998'940 | 398'566 CHF | 413'566 CHF | 99.69% | 99.69% |
06.05.2024 | 3.13% | 0.15 CHF | 0.16 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 471'591 CHF | 486'591 CHF | 100.00% | 100.00% |
03.05.2024 | 2.49% | 0.19 CHF | 0.20 CHF | 2'921'900 | 2'921'900 | 2'921'900 | 2'921'900 | 584'634 CHF | 599'243 CHF | 99.99% | 99.99% |
02.05.2024 | 1.99% | 0.25 CHF | 0.26 CHF | 2'372'300 | 2'372'300 | 2'372'300 | 2'372'300 | 589'951 CHF | 601'813 CHF | 99.57% | 99.57% |