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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08.05.2024 | 1.87% | 0.27 CHF | 0.28 CHF | 3'000'000 | 3'000'000 | 2'999'650 | 2'999'650 | 796'214 CHF | 811'214 CHF | 99.44% | 99.44% |
07.05.2024 | 2.93% | 0.28 CHF | 0.28 CHF | 3'000'000 | 3'000'000 | 2'998'230 | 2'998'230 | 1'002'570 CHF | 1'032'280 CHF | 100.00% | 100.00% |
06.05.2024 | 2.38% | 0.40 CHF | 0.41 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 1'252'520 CHF | 1'282'520 CHF | 99.73% | 99.73% |
03.05.2024 | 2.01% | 0.50 CHF | 0.51 CHF | 2'743'400 | 2'743'400 | 2'743'400 | 2'743'400 | 1'355'510 CHF | 1'382'950 CHF | 99.44% | 99.44% |
02.05.2024 | 1.88% | 0.53 CHF | 0.54 CHF | 2'869'000 | 2'869'000 | 2'869'000 | 2'869'000 | 1'510'350 CHF | 1'539'040 CHF | 99.56% | 99.56% |
30.04.2024 | 2.09% | 0.53 CHF | 0.54 CHF | 3'000'000 | 3'000'000 | 2'999'040 | 2'999'040 | 1'418'950 CHF | 1'448'950 CHF | 100.00% | 100.00% |
29.04.2024 | 2.48% | 0.43 CHF | 0.44 CHF | 3'000'000 | 3'000'000 | 2'978'500 | 2'978'500 | 1'240'270 CHF | 1'270'070 CHF | 99.59% | 99.59% |
26.04.2024 | 2.13% | 0.41 CHF | 0.42 CHF | 2'660'100 | 2'660'100 | 2'660'100 | 2'660'100 | 1'244'530 CHF | 1'271'130 CHF | 99.14% | 99.14% |
25.04.2024 | 1.80% | 0.57 CHF | 0.58 CHF | 3'000'000 | 3'000'000 | 2'999'820 | 2'999'830 | 1'655'530 CHF | 1'685'530 CHF | 100.00% | 100.00% |
24.04.2024 | 2.28% | 0.49 CHF | 0.50 CHF | 3'000'000 | 3'000'000 | 2'998'780 | 2'998'780 | 1'302'450 CHF | 1'332'450 CHF | 100.00% | 100.00% |