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 | 0.17% | 5.81 CHF | 5.82 CHF | 500'000 | 500'000 | 499'643 | 499'643 | 2'894'770 CHF | 2'899'770 CHF | 100.00% | 100.00% |
15.05.2024 | 0.17% | 5.75 CHF | 5.76 CHF | 500'000 | 500'000 | 499'006 | 499'006 | 2'863'400 CHF | 2'868'400 CHF | 99.99% | 99.99% |
14.05.2024 | 0.17% | 5.76 CHF | 5.77 CHF | 500'000 | 500'000 | 499'916 | 499'916 | 2'915'010 CHF | 2'920'010 CHF | 100.00% | 100.00% |
13.05.2024 | 0.17% | 5.85 CHF | 5.86 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'917'980 CHF | 2'922'980 CHF | 100.00% | 100.00% |
10.05.2024 | 0.17% | 5.88 CHF | 5.89 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'966'490 CHF | 2'971'490 CHF | 100.00% | 100.00% |
08.05.2024 | 0.17% | 5.85 CHF | 5.86 CHF | 500'000 | 500'000 | 499'911 | 499'911 | 2'886'160 CHF | 2'891'160 CHF | 99.63% | 99.63% |
07.05.2024 | 0.17% | 5.82 CHF | 5.83 CHF | 500'000 | 500'000 | 499'709 | 499'709 | 2'915'390 CHF | 2'920'390 CHF | 100.00% | 100.00% |
06.05.2024 | 0.17% | 5.86 CHF | 5.87 CHF | 500'000 | 500'000 | 499'706 | 499'706 | 2'931'000 CHF | 2'936'000 CHF | 100.00% | 100.00% |
03.05.2024 | 0.17% | 5.84 CHF | 5.85 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'945'890 CHF | 2'950'890 CHF | 99.99% | 99.99% |
02.05.2024 | 0.17% | 5.88 CHF | 5.89 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'973'450 CHF | 2'978'450 CHF | 99.98% | 99.98% |