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 |
---|---|---|---|---|---|---|---|---|---|---|---|
27.05.2024 | 0.34% | 2.93 CHF | 2.94 CHF | 500'000 | 500'000 | 499'257 | 499'257 | 1'478'060 CHF | 1'483'060 CHF | 99.50% | 99.50% |
24.05.2024 | 0.32% | 3.05 CHF | 3.06 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'548'420 CHF | 1'553'420 CHF | 100.00% | 100.00% |
23.05.2024 | 0.34% | 3.05 CHF | 3.06 CHF | 500'000 | 500'000 | 497'269 | 497'269 | 1'485'690 CHF | 1'490'690 CHF | 99.98% | 99.98% |
22.05.2024 | 0.33% | 2.95 CHF | 2.96 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'498'260 CHF | 1'503'260 CHF | 100.00% | 100.00% |
21.05.2024 | 0.34% | 2.89 CHF | 2.90 CHF | 500'000 | 500'000 | 499'476 | 499'476 | 1'464'910 CHF | 1'469'910 CHF | 100.00% | 100.00% |
17.05.2024 | 0.35% | 2.88 CHF | 2.89 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'444'730 CHF | 1'449'730 CHF | 100.00% | 100.00% |
16.05.2024 | 0.34% | 2.91 CHF | 2.92 CHF | 500'000 | 500'000 | 499'629 | 499'629 | 1'456'740 CHF | 1'461'740 CHF | 100.00% | 100.00% |
15.05.2024 | 0.33% | 2.98 CHF | 2.99 CHF | 500'000 | 500'000 | 499'020 | 499'020 | 1'499'590 CHF | 1'504'590 CHF | 100.00% | 100.00% |
14.05.2024 | 0.34% | 3.00 CHF | 3.01 CHF | 500'000 | 500'000 | 499'878 | 499'878 | 1'471'550 CHF | 1'476'550 CHF | 100.00% | 100.00% |
13.05.2024 | 0.34% | 2.92 CHF | 2.93 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'470'780 CHF | 1'475'780 CHF | 100.00% | 100.00% |