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 | 0.24% | 4.24 CHF | 4.25 CHF | 1'000'000 | 1'000'000 | 999'173 | 999'173 | 4'216'760 CHF | 4'226'760 CHF | 100.00% | 100.00% |
15.05.2024 | 0.24% | 4.23 CHF | 4.24 CHF | 1'000'000 | 1'000'000 | 997'976 | 997'976 | 4'244'800 CHF | 4'254'800 CHF | 100.00% | 100.00% |
14.05.2024 | 0.23% | 4.28 CHF | 4.29 CHF | 1'000'000 | 1'000'000 | 999'921 | 999'921 | 4'287'790 CHF | 4'297'790 CHF | 100.00% | 100.00% |
13.05.2024 | 0.23% | 4.28 CHF | 4.29 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 4'266'190 CHF | 4'276'190 CHF | 100.00% | 100.00% |
10.05.2024 | 0.23% | 4.27 CHF | 4.28 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 4'262'070 CHF | 4'272'070 CHF | 100.00% | 100.00% |
08.05.2024 | 0.23% | 4.27 CHF | 4.28 CHF | 1'000'000 | 1'000'000 | 999'964 | 999'964 | 4'262'090 CHF | 4'272'090 CHF | 99.51% | 99.51% |
07.05.2024 | 0.24% | 4.22 CHF | 4.23 CHF | 1'000'000 | 1'000'000 | 999'452 | 999'452 | 4'219'430 CHF | 4'229'430 CHF | 99.81% | 99.81% |
06.05.2024 | 0.24% | 4.20 CHF | 4.21 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 4'190'140 CHF | 4'200'140 CHF | 100.00% | 100.00% |
03.05.2024 | 0.24% | 4.16 CHF | 4.17 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 4'170'520 CHF | 4'180'520 CHF | 99.98% | 99.98% |
02.05.2024 | 0.23% | 4.23 CHF | 4.24 CHF | 1'000'000 | 1'000'000 | 1'000'000 | 1'000'000 | 4'259'670 CHF | 4'269'670 CHF | 100.00% | 100.00% |