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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.20% | 5.02 CHF | 5.03 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'511'010 CHF | 2'516'010 CHF | 100.00% | 100.00% |
16.05.2024 | 0.20% | 5.16 CHF | 5.17 CHF | 500'000 | 500'000 | 499'592 | 499'592 | 2'545'880 CHF | 2'550'880 CHF | 100.00% | 100.00% |
15.05.2024 | 0.22% | 4.89 CHF | 4.90 CHF | 500'000 | 500'000 | 499'004 | 499'004 | 2'308'080 CHF | 2'313'080 CHF | 99.94% | 99.94% |
14.05.2024 | 0.23% | 4.46 CHF | 4.47 CHF | 500'000 | 500'000 | 499'911 | 499'911 | 2'182'750 CHF | 2'187'750 CHF | 99.82% | 99.82% |
13.05.2024 | 0.23% | 4.39 CHF | 4.40 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'183'860 CHF | 2'188'860 CHF | 100.00% | 100.00% |
10.05.2024 | 0.23% | 4.27 CHF | 4.28 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'174'100 CHF | 2'179'100 CHF | 99.99% | 99.99% |
08.05.2024 | 0.24% | 4.21 CHF | 4.22 CHF | 500'000 | 500'000 | 499'913 | 499'913 | 2'079'680 CHF | 2'084'680 CHF | 96.63% | 96.63% |
07.05.2024 | 0.24% | 4.30 CHF | 4.31 CHF | 500'000 | 500'000 | 499'656 | 499'656 | 2'090'470 CHF | 2'095'470 CHF | 98.40% | 98.40% |
06.05.2024 | 0.25% | 4.01 CHF | 4.02 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'966'240 CHF | 1'971'240 CHF | 100.00% | 100.00% |
03.05.2024 | 0.28% | 3.69 CHF | 3.70 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'770'010 CHF | 1'775'010 CHF | 99.89% | 99.89% |