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 | 3.24% | 0.14 CHF | 0.15 CHF | 3'000'000 | 3'000'000 | 2'997'460 | 2'997'460 | 456'964 CHF | 471'964 CHF | 100.00% | 100.00% |
15.05.2024 | 3.23% | 0.16 CHF | 0.17 CHF | 3'000'000 | 3'000'000 | 2'992'100 | 2'992'100 | 458'358 CHF | 473'358 CHF | 99.56% | 99.56% |
14.05.2024 | 3.41% | 0.14 CHF | 0.15 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 432'114 CHF | 447'114 CHF | 99.83% | 99.83% |
13.05.2024 | 3.37% | 0.14 CHF | 0.15 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 437'497 CHF | 452'497 CHF | 100.00% | 100.00% |
10.05.2024 | 3.23% | 0.15 CHF | 0.16 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 456'837 CHF | 471'837 CHF | 100.00% | 100.00% |
08.05.2024 | 3.89% | 0.13 CHF | 0.13 CHF | 3'000'000 | 3'000'000 | 2'999'650 | 2'999'650 | 378'112 CHF | 393'112 CHF | 99.44% | 99.44% |
07.05.2024 | 4.40% | 0.12 CHF | 0.13 CHF | 3'000'000 | 3'000'000 | 2'998'230 | 2'998'230 | 334'349 CHF | 349'349 CHF | 100.00% | 100.00% |
06.05.2024 | 4.92% | 0.10 CHF | 0.11 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 297'916 CHF | 312'916 CHF | 99.73% | 99.73% |
03.05.2024 | 5.37% | 0.09 CHF | 0.10 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 272'072 CHF | 287'072 CHF | 99.49% | 99.49% |
02.05.2024 | 5.51% | 0.09 CHF | 0.09 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 265'014 CHF | 280'014 CHF | 99.64% | 99.64% |