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 | 3.18% | 0.16 CHF | 0.16 CHF | 3'000'000 | 3'000'000 | 2'997'160 | 2'997'160 | 464'732 CHF | 479'732 CHF | 100.00% | 100.00% |
15.05.2024 | 3.32% | 0.16 CHF | 0.16 CHF | 3'000'000 | 3'000'000 | 2'992'470 | 2'992'470 | 445'611 CHF | 460'611 CHF | 99.61% | 99.61% |
14.05.2024 | 3.47% | 0.14 CHF | 0.15 CHF | 3'000'000 | 3'000'000 | 2'999'690 | 2'999'690 | 424'672 CHF | 439'672 CHF | 100.00% | 100.00% |
13.05.2024 | 3.50% | 0.14 CHF | 0.14 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 420'825 CHF | 435'825 CHF | 100.00% | 100.00% |
10.05.2024 | 3.54% | 0.14 CHF | 0.14 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 416'872 CHF | 431'872 CHF | 99.61% | 99.61% |
08.05.2024 | 3.68% | 0.14 CHF | 0.14 CHF | 3'000'000 | 3'000'000 | 2'999'960 | 2'999'960 | 400'214 CHF | 415'214 CHF | 98.95% | 98.95% |
07.05.2024 | 3.59% | 0.14 CHF | 0.14 CHF | 3'000'000 | 3'000'000 | 2'999'670 | 2'999'670 | 410'335 CHF | 425'335 CHF | 99.34% | 99.34% |
06.05.2024 | 3.58% | 0.14 CHF | 0.14 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 411'888 CHF | 426'888 CHF | 100.00% | 100.00% |
03.05.2024 | 3.65% | 0.14 CHF | 0.14 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 403'672 CHF | 418'672 CHF | 99.99% | 99.99% |
02.05.2024 | 3.91% | 0.13 CHF | 0.13 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 375'875 CHF | 390'875 CHF | 100.00% | 100.00% |