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 | 3.12% | 0.31 CHF | 0.32 CHF | 3'000'000 | 3'000'000 | 2'992'430 | 2'992'430 | 949'158 CHF | 979'158 CHF | 99.56% | 99.56% |
14.05.2024 | 2.98% | 0.33 CHF | 0.34 CHF | 3'000'000 | 3'000'000 | 2'999'900 | 2'999'900 | 990'263 CHF | 1'020'260 CHF | 99.84% | 99.84% |
13.05.2024 | 3.00% | 0.33 CHF | 0.34 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 984'624 CHF | 1'014'620 CHF | 100.00% | 100.00% |
10.05.2024 | 3.10% | 0.32 CHF | 0.33 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 952'373 CHF | 982'373 CHF | 100.00% | 100.00% |
08.05.2024 | 2.72% | 0.37 CHF | 0.38 CHF | 3'000'000 | 3'000'000 | 2'999'680 | 2'999'680 | 1'089'620 CHF | 1'119'620 CHF | 99.44% | 99.44% |
07.05.2024 | 2.49% | 0.37 CHF | 0.38 CHF | 3'000'000 | 3'000'000 | 2'998'390 | 2'998'390 | 1'192'640 CHF | 1'222'640 CHF | 100.00% | 100.00% |
06.05.2024 | 2.30% | 0.42 CHF | 0.43 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 1'290'870 CHF | 1'320'870 CHF | 99.73% | 99.73% |
03.05.2024 | 2.16% | 0.46 CHF | 0.47 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 1'374'830 CHF | 1'404'830 CHF | 99.48% | 99.48% |
02.05.2024 | 2.11% | 0.47 CHF | 0.48 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 1'408'300 CHF | 1'438'300 CHF | 99.58% | 99.58% |
30.04.2024 | 2.20% | 0.47 CHF | 0.48 CHF | 3'000'000 | 3'000'000 | 2'999'140 | 2'999'140 | 1'349'540 CHF | 1'379'540 CHF | 100.00% | 100.00% |