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 | 0.29% | 3.46 CHF | 3.47 CHF | 500'000 | 500'000 | 499'745 | 499'745 | 1'700'520 CHF | 1'705'520 CHF | 100.00% | 100.00% |
15.05.2024 | 0.34% | 3.19 CHF | 3.20 CHF | 500'000 | 500'000 | 498'973 | 498'973 | 1'461'380 CHF | 1'466'380 CHF | 99.96% | 99.96% |
14.05.2024 | 0.37% | 2.76 CHF | 2.77 CHF | 500'000 | 500'000 | 499'904 | 499'904 | 1'333'710 CHF | 1'338'710 CHF | 99.81% | 99.81% |
13.05.2024 | 0.37% | 2.69 CHF | 2.70 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'335'570 CHF | 1'340'570 CHF | 100.00% | 100.00% |
10.05.2024 | 0.38% | 2.57 CHF | 2.58 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'327'200 CHF | 1'332'200 CHF | 99.99% | 99.99% |
08.05.2024 | 0.41% | 2.51 CHF | 2.52 CHF | 500'000 | 500'000 | 499'910 | 499'910 | 1'233'180 CHF | 1'238'180 CHF | 96.63% | 96.63% |
07.05.2024 | 0.40% | 2.61 CHF | 2.62 CHF | 500'000 | 500'000 | 499'656 | 499'656 | 1'245'800 CHF | 1'250'800 CHF | 98.40% | 98.40% |
06.05.2024 | 0.44% | 2.33 CHF | 2.34 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'124'430 CHF | 1'129'430 CHF | 100.00% | 100.00% |
03.05.2024 | 0.54% | 2.01 CHF | 2.02 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 930'709 CHF | 935'709 CHF | 99.86% | 99.86% |
02.05.2024 | 0.71% | 1.42 CHF | 1.43 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 707'310 CHF | 712'310 CHF | 99.57% | 99.57% |