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 | 0.32% | 3.16 CHF | 3.17 CHF | 500'000 | 500'000 | 499'591 | 499'591 | 1'550'980 CHF | 1'555'980 CHF | 100.00% | 100.00% |
15.05.2024 | 0.38% | 2.90 CHF | 2.91 CHF | 500'000 | 500'000 | 499'002 | 499'002 | 1'319'630 CHF | 1'324'630 CHF | 100.00% | 100.00% |
14.05.2024 | 0.42% | 2.48 CHF | 2.49 CHF | 500'000 | 500'000 | 499'911 | 499'911 | 1'194'390 CHF | 1'199'390 CHF | 99.80% | 99.80% |
13.05.2024 | 0.42% | 2.41 CHF | 2.42 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'195'680 CHF | 1'200'680 CHF | 100.00% | 100.00% |
10.05.2024 | 0.42% | 2.29 CHF | 2.30 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'182'490 CHF | 1'187'490 CHF | 99.99% | 99.99% |
08.05.2024 | 0.46% | 2.21 CHF | 2.22 CHF | 500'000 | 500'000 | 499'912 | 499'912 | 1'082'370 CHF | 1'087'370 CHF | 96.63% | 96.63% |
07.05.2024 | 0.46% | 2.31 CHF | 2.32 CHF | 500'000 | 500'000 | 499'515 | 499'523 | 1'094'910 CHF | 1'099'930 CHF | 98.43% | 98.43% |
06.05.2024 | 0.51% | 2.03 CHF | 2.04 CHF | 500'000 | 500'000 | 499'990 | 500'000 | 972'342 CHF | 977'360 CHF | 100.00% | 100.00% |
03.05.2024 | 0.65% | 1.70 CHF | 1.71 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 776'672 CHF | 781'672 CHF | 99.83% | 99.83% |
02.05.2024 | 0.90% | 1.11 CHF | 1.12 CHF | 500'000 | 500'000 | 499'996 | 500'000 | 552'229 CHF | 557'233 CHF | 99.57% | 99.57% |