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 | 3.31% | 0.17 CHF | 0.17 CHF | 3'000'000 | 3'000'000 | 2'999'040 | 2'999'040 | 448'650 CHF | 463'650 CHF | 99.78% | 99.78% |
22.05.2024 | 2.61% | 0.18 CHF | 0.19 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 567'805 CHF | 582'805 CHF | 100.00% | 100.00% |
21.05.2024 | 2.42% | 0.20 CHF | 0.21 CHF | 3'000'000 | 3'000'000 | 2'998'520 | 2'998'520 | 613'699 CHF | 628'699 CHF | 99.77% | 99.77% |
17.05.2024 | 2.14% | 0.23 CHF | 0.24 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 693'214 CHF | 708'214 CHF | 100.00% | 100.00% |
16.05.2024 | 2.33% | 0.21 CHF | 0.21 CHF | 3'000'000 | 3'000'000 | 2'998'280 | 2'998'280 | 636'345 CHF | 651'345 CHF | 100.00% | 100.00% |
15.05.2024 | 2.55% | 0.27 CHF | 0.27 CHF | 2'356'200 | 2'356'200 | 2'350'110 | 2'350'110 | 788'542 CHF | 809'081 CHF | 100.00% | 100.00% |
14.05.2024 | 2.34% | 0.39 CHF | 0.40 CHF | 1'945'600 | 1'945'600 | 1'945'410 | 1'945'410 | 822'945 CHF | 842'401 CHF | 99.98% | 99.98% |
13.05.2024 | 2.35% | 0.42 CHF | 0.43 CHF | 1'861'600 | 1'861'600 | 1'861'600 | 1'861'570 | 783'841 CHF | 802'445 CHF | 100.00% | 100.00% |
10.05.2024 | 2.30% | 0.46 CHF | 0.47 CHF | 1'734'500 | 1'734'500 | 1'734'500 | 1'734'500 | 747'011 CHF | 764'356 CHF | 100.00% | 100.00% |
08.05.2024 | 1.96% | 0.49 CHF | 0.50 CHF | 1'686'800 | 1'686'800 | 1'686'630 | 1'686'630 | 855'643 CHF | 872'511 CHF | 96.63% | 96.63% |