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 | 3.57% | 0.14 CHF | 0.14 CHF | 3'000'000 | 3'000'000 | 2'997'140 | 2'997'140 | 413'314 CHF | 428'314 CHF | 100.00% | 100.00% |
15.05.2024 | 3.35% | 0.14 CHF | 0.14 CHF | 3'000'000 | 3'000'000 | 2'992'440 | 2'992'440 | 441'266 CHF | 456'266 CHF | 99.84% | 99.84% |
14.05.2024 | 3.09% | 0.15 CHF | 0.16 CHF | 3'000'000 | 3'000'000 | 2'999'990 | 2'999'990 | 478'589 CHF | 493'589 CHF | 99.32% | 99.32% |
13.05.2024 | 3.04% | 0.16 CHF | 0.17 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 486'346 CHF | 501'346 CHF | 100.00% | 100.00% |
10.05.2024 | 2.97% | 0.17 CHF | 0.18 CHF | 3'000'000 | 3'000'000 | 2'915'750 | 2'915'750 | 482'928 CHF | 497'506 CHF | 100.00% | 100.00% |
08.05.2024 | 2.80% | 0.18 CHF | 0.18 CHF | 2'956'700 | 2'956'700 | 2'982'700 | 2'982'700 | 525'955 CHF | 540'869 CHF | 98.95% | 98.95% |
07.05.2024 | 2.93% | 0.17 CHF | 0.17 CHF | 3'000'000 | 3'000'000 | 2'999'660 | 2'999'660 | 505'336 CHF | 520'336 CHF | 99.34% | 99.34% |
06.05.2024 | 2.95% | 0.17 CHF | 0.17 CHF | 3'000'000 | 3'000'000 | 2'978'470 | 2'978'470 | 497'763 CHF | 512'655 CHF | 100.00% | 100.00% |
03.05.2024 | 2.85% | 0.17 CHF | 0.18 CHF | 2'965'100 | 2'965'100 | 2'812'390 | 2'812'390 | 487'047 CHF | 501'109 CHF | 99.99% | 99.99% |
02.05.2024 | 2.55% | 0.20 CHF | 0.20 CHF | 2'712'000 | 2'712'000 | 2'615'670 | 2'615'670 | 507'710 CHF | 520'789 CHF | 100.00% | 100.00% |