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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08.05.2024 | 2.19% | 0.46 CHF | 0.47 CHF | 3'000'000 | 3'000'000 | 2'982'980 | 2'982'980 | 1'364'680 CHF | 1'394'680 CHF | 99.67% | 99.67% |
07.05.2024 | 2.15% | 0.47 CHF | 0.48 CHF | 3'000'000 | 3'000'000 | 2'998'920 | 2'998'920 | 1'378'610 CHF | 1'408'610 CHF | 99.69% | 99.69% |
06.05.2024 | 2.28% | 0.44 CHF | 0.45 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 1'299'700 CHF | 1'329'700 CHF | 100.00% | 100.00% |
03.05.2024 | 2.46% | 0.41 CHF | 0.42 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 1'204'020 CHF | 1'234'020 CHF | 100.00% | 100.00% |
02.05.2024 | 2.62% | 0.37 CHF | 0.38 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 1'129'210 CHF | 1'159'210 CHF | 99.59% | 99.59% |
30.04.2024 | 2.37% | 0.40 CHF | 0.41 CHF | 3'000'000 | 3'000'000 | 2'998'490 | 2'998'490 | 1'254'110 CHF | 1'284'110 CHF | 100.00% | 100.00% |
29.04.2024 | 2.35% | 0.42 CHF | 0.43 CHF | 3'000'000 | 3'000'000 | 2'999'470 | 2'999'470 | 1'262'290 CHF | 1'292'290 CHF | 99.63% | 99.63% |
26.04.2024 | 2.41% | 0.41 CHF | 0.42 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 1'231'590 CHF | 1'261'590 CHF | 99.68% | 99.68% |
25.04.2024 | 2.65% | 0.36 CHF | 0.37 CHF | 3'000'000 | 3'000'000 | 2'999'850 | 2'999'850 | 1'116'150 CHF | 1'146'150 CHF | 100.00% | 100.00% |
24.04.2024 | 2.44% | 0.39 CHF | 0.40 CHF | 3'000'000 | 3'000'000 | 2'999'940 | 2'999'940 | 1'213'220 CHF | 1'243'220 CHF | 99.83% | 99.83% |