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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 7.41% | 0.07 CHF | 0.07 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 195'000 CHF | 210'000 CHF | 100.00% | 100.00% |
16.05.2024 | 8.01% | 0.06 CHF | 0.07 CHF | 3'000'000 | 3'000'000 | 2'998'230 | 2'998'230 | 179'894 CHF | 194'894 CHF | 100.00% | 100.00% |
15.05.2024 | 6.65% | 0.07 CHF | 0.07 CHF | 3'000'000 | 3'000'000 | 2'992'350 | 2'992'350 | 219'000 CHF | 234'000 CHF | 100.00% | 100.00% |
14.05.2024 | 5.95% | 0.08 CHF | 0.09 CHF | 3'000'000 | 3'000'000 | 2'999'760 | 2'999'760 | 244'633 CHF | 259'633 CHF | 100.00% | 100.00% |
13.05.2024 | 6.06% | 0.08 CHF | 0.09 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 240'000 CHF | 255'000 CHF | 100.00% | 100.00% |
10.05.2024 | 6.04% | 0.09 CHF | 0.09 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 240'974 CHF | 255'974 CHF | 100.00% | 100.00% |
08.05.2024 | 5.32% | 0.10 CHF | 0.10 CHF | 3'000'000 | 3'000'000 | 2'982'970 | 2'982'970 | 276'131 CHF | 291'131 CHF | 99.67% | 99.67% |
07.05.2024 | 5.26% | 0.09 CHF | 0.10 CHF | 3'000'000 | 3'000'000 | 2'998'950 | 2'998'950 | 278'188 CHF | 293'188 CHF | 99.69% | 99.69% |
06.05.2024 | 4.67% | 0.10 CHF | 0.11 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 313'813 CHF | 328'813 CHF | 100.00% | 100.00% |
03.05.2024 | 3.94% | 0.12 CHF | 0.13 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 375'123 CHF | 390'123 CHF | 99.99% | 99.99% |