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 | 3.48% | 0.14 CHF | 0.14 CHF | 3'000'000 | 3'000'000 | 2'997'110 | 2'997'110 | 423'628 CHF | 438'628 CHF | 100.00% | 100.00% |
15.05.2024 | 3.66% | 0.14 CHF | 0.14 CHF | 3'000'000 | 3'000'000 | 2'992'460 | 2'992'460 | 403'537 CHF | 418'537 CHF | 99.85% | 99.85% |
14.05.2024 | 3.89% | 0.13 CHF | 0.14 CHF | 3'000'000 | 3'000'000 | 2'999'990 | 2'999'990 | 378'704 CHF | 393'704 CHF | 99.32% | 99.32% |
13.05.2024 | 3.95% | 0.13 CHF | 0.13 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 372'327 CHF | 387'327 CHF | 100.00% | 100.00% |
10.05.2024 | 3.99% | 0.12 CHF | 0.13 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 368'220 CHF | 383'220 CHF | 100.00% | 100.00% |
08.05.2024 | 4.22% | 0.12 CHF | 0.12 CHF | 3'000'000 | 3'000'000 | 2'999'950 | 2'999'950 | 347'958 CHF | 362'958 CHF | 98.95% | 98.95% |
07.05.2024 | 4.03% | 0.13 CHF | 0.13 CHF | 3'000'000 | 3'000'000 | 2'999'640 | 2'999'640 | 364'451 CHF | 379'451 CHF | 99.34% | 99.34% |
06.05.2024 | 4.02% | 0.13 CHF | 0.13 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 365'984 CHF | 380'984 CHF | 100.00% | 100.00% |
03.05.2024 | 4.16% | 0.12 CHF | 0.13 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 353'838 CHF | 368'838 CHF | 99.99% | 99.99% |
02.05.2024 | 4.47% | 0.11 CHF | 0.12 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 327'875 CHF | 342'875 CHF | 100.00% | 100.00% |