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 | 2.58% | 0.18 CHF | 0.19 CHF | 3'000'000 | 3'000'000 | 2'998'140 | 2'998'140 | 575'624 CHF | 590'624 CHF | 100.00% | 100.00% |
15.05.2024 | 2.58% | 0.20 CHF | 0.21 CHF | 3'000'000 | 3'000'000 | 2'992'110 | 2'992'110 | 576'420 CHF | 591'420 CHF | 99.57% | 99.57% |
14.05.2024 | 2.74% | 0.19 CHF | 0.19 CHF | 3'000'000 | 3'000'000 | 2'999'880 | 2'999'880 | 540'462 CHF | 555'462 CHF | 99.83% | 99.83% |
13.05.2024 | 2.68% | 0.19 CHF | 0.19 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 553'318 CHF | 568'318 CHF | 100.00% | 100.00% |
10.05.2024 | 2.57% | 0.19 CHF | 0.20 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 575'302 CHF | 590'302 CHF | 100.00% | 100.00% |
08.05.2024 | 3.10% | 0.16 CHF | 0.16 CHF | 3'000'000 | 3'000'000 | 2'999'680 | 2'999'680 | 476'044 CHF | 491'044 CHF | 99.44% | 99.44% |
07.05.2024 | 3.49% | 0.16 CHF | 0.16 CHF | 3'000'000 | 3'000'000 | 2'998'230 | 2'998'230 | 422'959 CHF | 437'959 CHF | 100.00% | 100.00% |
06.05.2024 | 3.89% | 0.13 CHF | 0.14 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 378'744 CHF | 393'744 CHF | 99.74% | 99.74% |
03.05.2024 | 4.25% | 0.12 CHF | 0.12 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 345'764 CHF | 360'764 CHF | 99.48% | 99.48% |
02.05.2024 | 4.40% | 0.11 CHF | 0.12 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 333'448 CHF | 348'448 CHF | 99.59% | 99.59% |