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 | 0.23% | 4.33 CHF | 4.34 CHF | 500'000 | 500'000 | 499'627 | 499'627 | 2'156'560 CHF | 2'161'560 CHF | 100.00% | 100.00% |
15.05.2024 | 0.24% | 4.26 CHF | 4.27 CHF | 500'000 | 500'000 | 499'012 | 499'012 | 2'118'070 CHF | 2'123'070 CHF | 100.00% | 100.00% |
14.05.2024 | 0.23% | 4.26 CHF | 4.27 CHF | 500'000 | 500'000 | 499'875 | 499'875 | 2'163'080 CHF | 2'168'080 CHF | 100.00% | 100.00% |
13.05.2024 | 0.23% | 4.35 CHF | 4.36 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'161'740 CHF | 2'166'740 CHF | 100.00% | 100.00% |
10.05.2024 | 0.23% | 4.36 CHF | 4.37 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'206'200 CHF | 2'211'200 CHF | 100.00% | 100.00% |
08.05.2024 | 0.24% | 4.32 CHF | 4.33 CHF | 500'000 | 500'000 | 499'893 | 499'893 | 2'114'640 CHF | 2'119'640 CHF | 99.29% | 99.29% |
07.05.2024 | 0.23% | 4.27 CHF | 4.28 CHF | 500'000 | 500'000 | 499'661 | 499'661 | 2'142'070 CHF | 2'147'070 CHF | 100.00% | 100.00% |
06.05.2024 | 0.23% | 4.31 CHF | 4.32 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'163'680 CHF | 2'168'680 CHF | 100.00% | 100.00% |
03.05.2024 | 0.23% | 4.30 CHF | 4.31 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'175'780 CHF | 2'180'780 CHF | 99.99% | 99.99% |
02.05.2024 | 0.23% | 4.34 CHF | 4.35 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'208'030 CHF | 2'213'030 CHF | 100.00% | 100.00% |