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 | 0.27% | 3.73 CHF | 3.74 CHF | 500'000 | 500'000 | 499'591 | 499'591 | 1'834'380 CHF | 1'839'380 CHF | 100.00% | 100.00% |
15.05.2024 | 0.31% | 3.47 CHF | 3.48 CHF | 500'000 | 500'000 | 498'968 | 498'968 | 1'602'460 CHF | 1'607'460 CHF | 100.00% | 100.00% |
14.05.2024 | 0.34% | 3.05 CHF | 3.06 CHF | 500'000 | 500'000 | 499'910 | 499'910 | 1'478'210 CHF | 1'483'210 CHF | 99.79% | 99.79% |
13.05.2024 | 0.34% | 2.98 CHF | 2.99 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'479'390 CHF | 1'484'390 CHF | 100.00% | 100.00% |
10.05.2024 | 0.34% | 2.86 CHF | 2.87 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'468'000 CHF | 1'473'000 CHF | 100.00% | 100.00% |
08.05.2024 | 0.36% | 2.79 CHF | 2.80 CHF | 500'000 | 500'000 | 499'912 | 499'912 | 1'371'000 CHF | 1'376'000 CHF | 96.63% | 96.63% |
07.05.2024 | 0.36% | 2.88 CHF | 2.89 CHF | 500'000 | 500'000 | 499'656 | 499'656 | 1'383'500 CHF | 1'388'500 CHF | 98.40% | 98.40% |
06.05.2024 | 0.40% | 2.60 CHF | 2.61 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'261'300 CHF | 1'266'300 CHF | 100.00% | 100.00% |
03.05.2024 | 0.47% | 2.28 CHF | 2.29 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'067'090 CHF | 1'072'090 CHF | 99.80% | 99.80% |
02.05.2024 | 0.59% | 1.69 CHF | 1.70 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 844'880 CHF | 849'880 CHF | 99.57% | 99.57% |