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 | 6.94% | 0.07 CHF | 0.08 CHF | 3'000'000 | 3'000'000 | 2'997'170 | 2'997'170 | 208'755 CHF | 223'755 CHF | 100.00% | 100.00% |
15.05.2024 | 5.91% | 0.07 CHF | 0.08 CHF | 3'000'000 | 3'000'000 | 2'992'310 | 2'992'310 | 248'589 CHF | 263'589 CHF | 100.00% | 100.00% |
14.05.2024 | 5.16% | 0.09 CHF | 0.10 CHF | 3'000'000 | 3'000'000 | 2'999'970 | 2'999'970 | 283'044 CHF | 298'044 CHF | 99.76% | 99.76% |
13.05.2024 | 5.69% | 0.09 CHF | 0.10 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 256'275 CHF | 271'275 CHF | 100.00% | 100.00% |
10.05.2024 | 5.21% | 0.09 CHF | 0.10 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 280'661 CHF | 295'661 CHF | 100.00% | 100.00% |
08.05.2024 | 4.77% | 0.10 CHF | 0.11 CHF | 3'000'000 | 3'000'000 | 2'999'710 | 2'999'710 | 307'402 CHF | 322'402 CHF | 99.44% | 99.44% |
07.05.2024 | 4.61% | 0.11 CHF | 0.11 CHF | 3'000'000 | 3'000'000 | 2'998'230 | 2'998'230 | 318'039 CHF | 333'039 CHF | 100.00% | 100.00% |
06.05.2024 | 4.36% | 0.11 CHF | 0.12 CHF | 2'870'700 | 2'870'700 | 2'870'700 | 2'870'700 | 322'481 CHF | 336'835 CHF | 100.00% | 100.00% |
03.05.2024 | 3.80% | 0.13 CHF | 0.14 CHF | 2'533'300 | 2'533'300 | 2'533'300 | 2'533'300 | 327'997 CHF | 340'664 CHF | 99.98% | 99.98% |
02.05.2024 | 3.27% | 0.15 CHF | 0.16 CHF | 2'260'300 | 2'260'300 | 2'260'300 | 2'260'300 | 340'542 CHF | 351'844 CHF | 99.58% | 99.58% |