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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.05.2024 | 3.61% | 0.14 CHF | 0.14 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 407'739 CHF | 422'739 CHF | 100.00% | 100.00% |
21.05.2024 | 3.68% | 0.13 CHF | 0.14 CHF | 3'000'000 | 3'000'000 | 2'997'920 | 2'997'920 | 400'707 CHF | 415'707 CHF | 100.00% | 100.00% |
17.05.2024 | 3.52% | 0.14 CHF | 0.14 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 418'232 CHF | 433'232 CHF | 100.00% | 100.00% |
16.05.2024 | 3.48% | 0.14 CHF | 0.15 CHF | 3'000'000 | 3'000'000 | 2'998'120 | 2'998'120 | 423'605 CHF | 438'605 CHF | 100.00% | 100.00% |
15.05.2024 | 3.41% | 0.14 CHF | 0.14 CHF | 3'000'000 | 3'000'000 | 2'992'240 | 2'992'240 | 434'119 CHF | 449'119 CHF | 99.83% | 99.83% |
14.05.2024 | 3.26% | 0.15 CHF | 0.16 CHF | 3'000'000 | 3'000'000 | 2'999'720 | 2'999'720 | 452'795 CHF | 467'795 CHF | 99.89% | 99.89% |
13.05.2024 | 3.28% | 0.16 CHF | 0.16 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 450'270 CHF | 465'270 CHF | 99.45% | 99.45% |
10.05.2024 | 3.39% | 0.14 CHF | 0.15 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 435'332 CHF | 450'332 CHF | 100.00% | 100.00% |
08.05.2024 | 3.07% | 0.16 CHF | 0.17 CHF | 3'000'000 | 3'000'000 | 2'999'650 | 2'999'650 | 480'586 CHF | 495'586 CHF | 99.29% | 99.29% |
07.05.2024 | 3.08% | 0.16 CHF | 0.17 CHF | 3'000'000 | 3'000'000 | 2'998'410 | 2'998'410 | 479'546 CHF | 494'546 CHF | 100.00% | 100.00% |