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 | 0.22% | 4.68 CHF | 4.69 CHF | 500'000 | 500'000 | 499'594 | 499'594 | 2'305'090 CHF | 2'310'090 CHF | 100.00% | 100.00% |
15.05.2024 | 0.24% | 4.41 CHF | 4.42 CHF | 500'000 | 500'000 | 498'962 | 498'962 | 2'071'370 CHF | 2'076'370 CHF | 100.00% | 100.00% |
14.05.2024 | 0.26% | 3.99 CHF | 4.00 CHF | 500'000 | 500'000 | 499'904 | 499'904 | 1'948'630 CHF | 1'953'630 CHF | 99.80% | 99.80% |
13.05.2024 | 0.26% | 3.92 CHF | 3.93 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'949'760 CHF | 1'954'760 CHF | 100.00% | 100.00% |
10.05.2024 | 0.26% | 3.80 CHF | 3.81 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'940'280 CHF | 1'945'280 CHF | 99.99% | 99.99% |
08.05.2024 | 0.27% | 3.74 CHF | 3.75 CHF | 500'000 | 500'000 | 499'910 | 499'910 | 1'846'390 CHF | 1'851'390 CHF | 96.63% | 96.63% |
07.05.2024 | 0.27% | 3.83 CHF | 3.84 CHF | 500'000 | 500'000 | 499'575 | 499'575 | 1'857'360 CHF | 1'862'360 CHF | 98.40% | 98.40% |
06.05.2024 | 0.29% | 3.55 CHF | 3.56 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'734'430 CHF | 1'739'430 CHF | 100.00% | 100.00% |
03.05.2024 | 0.32% | 3.23 CHF | 3.24 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'540'510 CHF | 1'545'510 CHF | 99.85% | 99.85% |
02.05.2024 | 0.38% | 2.65 CHF | 2.66 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'320'720 CHF | 1'325'720 CHF | 99.64% | 99.64% |