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 | 5.09% | 0.11 CHF | 0.11 CHF | 3'000'000 | 3'000'000 | 2'998'180 | 2'998'180 | 288'027 CHF | 303'027 CHF | 100.00% | 100.00% |
15.05.2024 | 5.11% | 0.09 CHF | 0.10 CHF | 3'000'000 | 3'000'000 | 2'992'300 | 2'992'300 | 287'333 CHF | 302'333 CHF | 99.54% | 99.54% |
14.05.2024 | 4.45% | 0.11 CHF | 0.12 CHF | 3'000'000 | 3'000'000 | 2'999'880 | 2'999'880 | 329'819 CHF | 344'819 CHF | 99.85% | 99.85% |
13.05.2024 | 4.66% | 0.11 CHF | 0.11 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 314'553 CHF | 329'553 CHF | 100.00% | 100.00% |
10.05.2024 | 5.02% | 0.10 CHF | 0.11 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 291'635 CHF | 306'635 CHF | 100.00% | 100.00% |
08.05.2024 | 3.37% | 0.15 CHF | 0.16 CHF | 3'000'000 | 3'000'000 | 2'999'680 | 2'999'680 | 438'194 CHF | 453'194 CHF | 99.44% | 99.44% |
07.05.2024 | 2.57% | 0.16 CHF | 0.16 CHF | 3'000'000 | 3'000'000 | 2'998'240 | 2'998'240 | 579'288 CHF | 594'288 CHF | 100.00% | 100.00% |
06.05.2024 | 2.01% | 0.24 CHF | 0.24 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 741'055 CHF | 756'055 CHF | 99.73% | 99.73% |
03.05.2024 | 2.87% | 0.29 CHF | 0.30 CHF | 3'000'000 | 3'000'000 | 2'999'900 | 2'999'960 | 881'426 CHF | 907'329 CHF | 99.43% | 99.43% |
02.05.2024 | 3.13% | 0.32 CHF | 0.33 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 943'000 CHF | 973'000 CHF | 99.57% | 99.57% |