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 | 6.57% | 0.07 CHF | 0.08 CHF | 3'000'000 | 3'000'000 | 2'998'080 | 2'998'080 | 220'993 CHF | 235'993 CHF | 100.00% | 100.00% |
15.05.2024 | 4.49% | 0.09 CHF | 0.10 CHF | 3'000'000 | 3'000'000 | 2'992'270 | 2'992'270 | 329'593 CHF | 344'593 CHF | 100.00% | 100.00% |
14.05.2024 | 3.62% | 0.13 CHF | 0.13 CHF | 3'000'000 | 3'000'000 | 2'999'700 | 2'999'700 | 406'972 CHF | 421'972 CHF | 99.98% | 99.98% |
13.05.2024 | 3.62% | 0.14 CHF | 0.14 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 406'712 CHF | 421'712 CHF | 100.00% | 100.00% |
10.05.2024 | 3.56% | 0.14 CHF | 0.15 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 414'822 CHF | 429'822 CHF | 100.00% | 100.00% |
08.05.2024 | 3.09% | 0.16 CHF | 0.16 CHF | 3'000'000 | 3'000'000 | 2'999'690 | 2'999'690 | 479'745 CHF | 494'745 CHF | 96.63% | 96.63% |
07.05.2024 | 3.14% | 0.14 CHF | 0.15 CHF | 3'000'000 | 3'000'000 | 2'999'470 | 2'999'470 | 470'482 CHF | 485'482 CHF | 98.36% | 98.36% |
06.05.2024 | 2.57% | 0.18 CHF | 0.19 CHF | 3'000'000 | 3'000'000 | 3'000'000 | 3'000'000 | 577'138 CHF | 592'138 CHF | 100.00% | 100.00% |
03.05.2024 | 2.81% | 0.25 CHF | 0.25 CHF | 2'379'100 | 2'379'100 | 2'379'100 | 2'379'100 | 675'678 CHF | 695'394 CHF | 99.98% | 99.98% |
02.05.2024 | 2.35% | 0.42 CHF | 0.43 CHF | 1'688'400 | 1'688'400 | 1'688'400 | 1'688'400 | 711'893 CHF | 728'777 CHF | 99.56% | 99.56% |