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 | 9.42% | 0.05 CHF | 0.05 CHF | 3'000'000 | 3'000'000 | 2'992'240 | 2'992'240 | 152'532 CHF | 167'532 CHF | 99.53% | 99.53% |
14.05.2024 | 8.01% | 0.06 CHF | 0.07 CHF | 3'000'000 | 3'000'000 | 2'999'880 | 2'999'880 | 179'871 CHF | 194'871 CHF | 99.84% | 99.84% |
13.05.2024 | 8.57% | 0.06 CHF | 0.06 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 167'719 CHF | 182'719 CHF | 100.00% | 100.00% |
10.05.2024 | 9.15% | 0.06 CHF | 0.06 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 156'853 CHF | 171'853 CHF | 100.00% | 100.00% |
08.05.2024 | 5.77% | 0.09 CHF | 0.09 CHF | 3'000'000 | 3'000'000 | 2'999'650 | 2'999'650 | 253'162 CHF | 268'162 CHF | 99.44% | 99.44% |
07.05.2024 | 4.18% | 0.09 CHF | 0.10 CHF | 3'000'000 | 3'000'000 | 2'998'260 | 2'998'260 | 354'430 CHF | 369'430 CHF | 100.00% | 100.00% |
06.05.2024 | 3.15% | 0.14 CHF | 0.15 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 472'372 CHF | 487'372 CHF | 99.73% | 99.73% |
03.05.2024 | 2.53% | 0.20 CHF | 0.20 CHF | 3'000'000 | 3'000'000 | 2'999'970 | 3'000'000 | 587'435 CHF | 602'440 CHF | 99.44% | 99.44% |
02.05.2024 | 2.33% | 0.22 CHF | 0.22 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 637'021 CHF | 652'021 CHF | 99.56% | 99.56% |
30.04.2024 | 2.65% | 0.22 CHF | 0.22 CHF | 3'000'000 | 3'000'000 | 2'998'950 | 2'998'950 | 559'021 CHF | 574'021 CHF | 100.00% | 100.00% |