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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 3.56% | 0.31 CHF | 0.32 CHF | 3'000'000 | 3'000'000 | 2'992'530 | 2'992'530 | 830'745 CHF | 860'745 CHF | 100.00% | 100.00% |
14.05.2024 | 2.05% | 0.26 CHF | 0.27 CHF | 3'000'000 | 3'000'000 | 2'999'710 | 2'999'710 | 772'575 CHF | 788'565 CHF | 99.99% | 99.99% |
13.05.2024 | 1.94% | 0.26 CHF | 0.27 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 772'407 CHF | 787'502 CHF | 100.00% | 100.00% |
10.05.2024 | 2.02% | 0.25 CHF | 0.26 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 766'302 CHF | 781'927 CHF | 100.00% | 100.00% |
08.05.2024 | 2.08% | 0.24 CHF | 0.25 CHF | 3'000'000 | 3'000'000 | 2'999'700 | 2'999'700 | 712'760 CHF | 727'760 CHF | 96.63% | 96.63% |
07.05.2024 | 2.07% | 0.25 CHF | 0.26 CHF | 3'000'000 | 3'000'000 | 2'999'520 | 2'999'500 | 719'081 CHF | 734'074 CHF | 98.36% | 98.36% |
06.05.2024 | 2.25% | 0.23 CHF | 0.23 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 659'741 CHF | 674'741 CHF | 100.00% | 100.00% |
03.05.2024 | 2.58% | 0.20 CHF | 0.21 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 575'891 CHF | 590'891 CHF | 100.00% | 100.00% |
02.05.2024 | 3.02% | 0.17 CHF | 0.17 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 490'206 CHF | 505'206 CHF | 99.57% | 99.57% |
30.04.2024 | 2.37% | 0.20 CHF | 0.20 CHF | 3'000'000 | 3'000'000 | 2'999'220 | 2'999'220 | 627'071 CHF | 642'071 CHF | 100.00% | 100.00% |