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 | 4.28% | 0.11 CHF | 0.12 CHF | 3'000'000 | 3'000'000 | 2'998'200 | 2'998'200 | 342'849 CHF | 357'849 CHF | 100.00% | 100.00% |
15.05.2024 | 3.26% | 0.13 CHF | 0.14 CHF | 3'000'000 | 3'000'000 | 2'992'330 | 2'992'330 | 456'412 CHF | 471'412 CHF | 100.00% | 100.00% |
14.05.2024 | 2.79% | 0.17 CHF | 0.18 CHF | 3'000'000 | 3'000'000 | 2'999'730 | 2'999'730 | 530'720 CHF | 545'720 CHF | 100.00% | 100.00% |
13.05.2024 | 2.88% | 0.18 CHF | 0.18 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 513'021 CHF | 528'021 CHF | 100.00% | 100.00% |
10.05.2024 | 2.89% | 0.18 CHF | 0.19 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 512'549 CHF | 527'549 CHF | 100.00% | 100.00% |
08.05.2024 | 2.36% | 0.21 CHF | 0.22 CHF | 3'000'000 | 3'000'000 | 2'975'960 | 2'975'960 | 633'103 CHF | 648'103 CHF | 99.67% | 99.67% |
07.05.2024 | 2.36% | 0.20 CHF | 0.21 CHF | 2'986'300 | 2'986'300 | 2'985'260 | 2'985'260 | 624'540 CHF | 639'472 CHF | 99.68% | 99.68% |
06.05.2024 | 1.97% | 0.24 CHF | 0.25 CHF | 2'309'600 | 2'309'600 | 2'309'600 | 2'309'600 | 582'326 CHF | 593'874 CHF | 100.00% | 100.00% |
03.05.2024 | 2.63% | 0.31 CHF | 0.32 CHF | 1'655'300 | 1'655'300 | 1'655'300 | 1'654'320 | 539'339 CHF | 553'536 CHF | 99.97% | 99.97% |
02.05.2024 | 2.39% | 0.42 CHF | 0.43 CHF | 1'314'300 | 1'314'300 | 1'314'300 | 1'314'300 | 543'404 CHF | 556'547 CHF | 99.56% | 99.56% |