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 | 0.19% | 5.27 CHF | 5.28 CHF | 500'000 | 500'000 | 499'629 | 499'629 | 2'623'550 CHF | 2'628'550 CHF | 100.00% | 100.00% |
15.05.2024 | 0.19% | 5.19 CHF | 5.20 CHF | 500'000 | 500'000 | 499'033 | 499'033 | 2'585'190 CHF | 2'590'190 CHF | 100.00% | 100.00% |
14.05.2024 | 0.19% | 5.20 CHF | 5.21 CHF | 500'000 | 500'000 | 499'879 | 499'879 | 2'632'060 CHF | 2'637'060 CHF | 100.00% | 100.00% |
13.05.2024 | 0.19% | 5.29 CHF | 5.30 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'630'320 CHF | 2'635'320 CHF | 100.00% | 100.00% |
10.05.2024 | 0.19% | 5.30 CHF | 5.31 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'674'600 CHF | 2'679'600 CHF | 100.00% | 100.00% |
08.05.2024 | 0.19% | 5.26 CHF | 5.27 CHF | 500'000 | 500'000 | 499'893 | 499'893 | 2'583'770 CHF | 2'588'770 CHF | 99.29% | 99.29% |
07.05.2024 | 0.19% | 5.21 CHF | 5.22 CHF | 500'000 | 500'000 | 499'656 | 499'656 | 2'609'960 CHF | 2'614'960 CHF | 100.00% | 100.00% |
06.05.2024 | 0.19% | 5.25 CHF | 5.26 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'630'950 CHF | 2'635'950 CHF | 100.00% | 100.00% |
03.05.2024 | 0.19% | 5.23 CHF | 5.24 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'643'930 CHF | 2'648'930 CHF | 99.97% | 99.97% |
02.05.2024 | 0.19% | 5.28 CHF | 5.29 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'679'370 CHF | 2'684'370 CHF | 99.99% | 99.99% |