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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 8.25% | 0.06 CHF | 0.07 CHF | 3'000'000 | 3'000'000 | 2'999'120 | 2'999'120 | 174'557 CHF | 189'557 CHF | 100.00% | 100.00% |
22.05.2024 | 8.24% | 0.06 CHF | 0.07 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 174'808 CHF | 189'808 CHF | 100.00% | 100.00% |
21.05.2024 | 8.00% | 0.06 CHF | 0.07 CHF | 3'000'000 | 3'000'000 | 2'998'560 | 2'998'560 | 179'988 CHF | 194'988 CHF | 99.03% | 99.03% |
17.05.2024 | 7.23% | 0.07 CHF | 0.08 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 200'175 CHF | 215'175 CHF | 100.00% | 100.00% |
16.05.2024 | 6.94% | 0.07 CHF | 0.08 CHF | 3'000'000 | 3'000'000 | 2'997'170 | 2'997'170 | 208'755 CHF | 223'755 CHF | 100.00% | 100.00% |
15.05.2024 | 5.91% | 0.07 CHF | 0.08 CHF | 3'000'000 | 3'000'000 | 2'992'310 | 2'992'310 | 248'589 CHF | 263'589 CHF | 100.00% | 100.00% |
14.05.2024 | 5.16% | 0.09 CHF | 0.10 CHF | 3'000'000 | 3'000'000 | 2'999'970 | 2'999'970 | 283'044 CHF | 298'044 CHF | 99.76% | 99.76% |
13.05.2024 | 5.69% | 0.09 CHF | 0.10 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 256'275 CHF | 271'275 CHF | 100.00% | 100.00% |
10.05.2024 | 5.21% | 0.09 CHF | 0.10 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 280'661 CHF | 295'661 CHF | 100.00% | 100.00% |
08.05.2024 | 4.77% | 0.10 CHF | 0.11 CHF | 3'000'000 | 3'000'000 | 2'999'710 | 2'999'710 | 307'402 CHF | 322'402 CHF | 99.44% | 99.44% |