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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07.05.2024 | 2.57% | 0.16 CHF | 0.16 CHF | 3'000'000 | 3'000'000 | 2'998'240 | 2'998'240 | 579'288 CHF | 594'288 CHF | 100.00% | 100.00% |
06.05.2024 | 2.01% | 0.24 CHF | 0.24 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 741'055 CHF | 756'055 CHF | 99.73% | 99.73% |
03.05.2024 | 2.87% | 0.29 CHF | 0.30 CHF | 3'000'000 | 3'000'000 | 2'999'900 | 2'999'960 | 881'426 CHF | 907'329 CHF | 99.43% | 99.43% |
02.05.2024 | 3.13% | 0.32 CHF | 0.33 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 943'000 CHF | 973'000 CHF | 99.57% | 99.57% |
30.04.2024 | 1.92% | 0.32 CHF | 0.33 CHF | 3'000'000 | 3'000'000 | 2'998'900 | 2'998'900 | 851'093 CHF | 867'646 CHF | 100.00% | 100.00% |
29.04.2024 | 2.10% | 0.26 CHF | 0.26 CHF | 3'000'000 | 3'000'000 | 2'978'380 | 2'978'380 | 736'388 CHF | 751'289 CHF | 99.60% | 99.60% |
26.04.2024 | 2.14% | 0.25 CHF | 0.25 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 843'698 CHF | 862'031 CHF | 99.14% | 99.14% |
25.04.2024 | 2.96% | 0.35 CHF | 0.36 CHF | 3'000'000 | 3'000'000 | 2'999'750 | 2'999'810 | 1'001'630 CHF | 1'031'650 CHF | 100.00% | 100.00% |
24.04.2024 | 1.93% | 0.30 CHF | 0.30 CHF | 3'000'000 | 3'000'000 | 2'998'780 | 2'998'780 | 783'075 CHF | 798'289 CHF | 100.00% | 100.00% |
23.04.2024 | 2.93% | 0.28 CHF | 0.28 CHF | 3'000'000 | 3'000'000 | 2'999'600 | 2'999'600 | 955'191 CHF | 983'650 CHF | 100.00% | 100.00% |