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 | 2.33% | 0.51 CHF | 0.52 CHF | 2'007'000 | 2'007'000 | 2'001'920 | 2'001'890 | 857'059 CHF | 877'117 CHF | 100.00% | 100.00% |
14.05.2024 | 2.81% | 0.38 CHF | 0.39 CHF | 2'328'200 | 2'328'200 | 2'327'970 | 2'327'970 | 817'332 CHF | 840'605 CHF | 99.98% | 99.98% |
13.05.2024 | 2.80% | 0.36 CHF | 0.37 CHF | 2'415'800 | 2'415'800 | 2'415'800 | 2'415'800 | 850'437 CHF | 874'595 CHF | 100.00% | 100.00% |
10.05.2024 | 2.86% | 0.32 CHF | 0.33 CHF | 2'565'700 | 2'565'700 | 2'565'660 | 2'565'700 | 884'593 CHF | 910'262 CHF | 100.00% | 100.00% |
08.05.2024 | 2.10% | 0.32 CHF | 0.32 CHF | 2'624'400 | 2'624'400 | 2'624'130 | 2'624'130 | 787'072 CHF | 803'892 CHF | 96.63% | 96.63% |
07.05.2024 | 1.92% | 0.33 CHF | 0.34 CHF | 2'611'500 | 2'611'500 | 2'611'060 | 2'611'070 | 800'850 CHF | 816'477 CHF | 98.36% | 98.36% |
06.05.2024 | 1.90% | 0.28 CHF | 0.28 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 784'981 CHF | 799'983 CHF | 100.00% | 100.00% |
03.05.2024 | 2.45% | 0.23 CHF | 0.23 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 610'511 CHF | 625'512 CHF | 99.98% | 99.98% |
02.05.2024 | 3.33% | 0.15 CHF | 0.16 CHF | 3'000'000 | 3'000'000 | 2'999'990 | 2'999'960 | 443'499 CHF | 458'494 CHF | 99.57% | 99.57% |
30.04.2024 | 1.76% | 0.24 CHF | 0.24 CHF | 2'722'500 | 2'722'500 | 2'721'740 | 2'721'740 | 767'378 CHF | 780'990 CHF | 99.99% | 99.99% |