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 | 0.21% | 4.75 CHF | 4.76 CHF | 500'000 | 500'000 | 499'626 | 499'626 | 2'364'610 CHF | 2'369'610 CHF | 100.00% | 100.00% |
15.05.2024 | 0.22% | 4.67 CHF | 4.68 CHF | 500'000 | 500'000 | 499'024 | 499'024 | 2'325'900 CHF | 2'330'900 CHF | 99.99% | 99.99% |
14.05.2024 | 0.21% | 4.68 CHF | 4.69 CHF | 500'000 | 500'000 | 499'876 | 499'876 | 2'372'190 CHF | 2'377'190 CHF | 100.00% | 100.00% |
13.05.2024 | 0.21% | 4.77 CHF | 4.78 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'370'730 CHF | 2'375'730 CHF | 100.00% | 100.00% |
10.05.2024 | 0.21% | 4.78 CHF | 4.79 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'414'830 CHF | 2'419'830 CHF | 100.00% | 100.00% |
08.05.2024 | 0.22% | 4.74 CHF | 4.75 CHF | 500'000 | 500'000 | 499'893 | 499'893 | 2'323'540 CHF | 2'328'540 CHF | 99.29% | 99.29% |
07.05.2024 | 0.21% | 4.69 CHF | 4.70 CHF | 500'000 | 500'000 | 499'701 | 499'701 | 2'350'560 CHF | 2'355'560 CHF | 100.00% | 100.00% |
06.05.2024 | 0.21% | 4.73 CHF | 4.74 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'371'770 CHF | 2'376'770 CHF | 100.00% | 100.00% |
03.05.2024 | 0.21% | 4.72 CHF | 4.73 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'384'330 CHF | 2'389'330 CHF | 99.94% | 99.94% |
02.05.2024 | 0.21% | 4.76 CHF | 4.77 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'417'900 CHF | 2'422'900 CHF | 100.00% | 100.00% |