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 | 0.22% | 4.47 CHF | 4.48 CHF | 500'000 | 500'000 | 499'610 | 499'610 | 2'224'600 CHF | 2'229'600 CHF | 100.00% | 100.00% |
15.05.2024 | 0.23% | 4.39 CHF | 4.40 CHF | 500'000 | 500'000 | 499'008 | 499'008 | 2'185'900 CHF | 2'190'900 CHF | 99.99% | 99.99% |
14.05.2024 | 0.22% | 4.40 CHF | 4.41 CHF | 500'000 | 500'000 | 499'880 | 499'880 | 2'231'700 CHF | 2'236'700 CHF | 100.00% | 100.00% |
13.05.2024 | 0.22% | 4.49 CHF | 4.50 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'230'030 CHF | 2'235'030 CHF | 100.00% | 100.00% |
10.05.2024 | 0.22% | 4.50 CHF | 4.51 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'274'290 CHF | 2'279'290 CHF | 100.00% | 100.00% |
08.05.2024 | 0.23% | 4.45 CHF | 4.46 CHF | 500'000 | 500'000 | 499'888 | 499'888 | 2'183'060 CHF | 2'188'060 CHF | 99.29% | 99.29% |
07.05.2024 | 0.23% | 4.41 CHF | 4.42 CHF | 500'000 | 500'000 | 499'699 | 499'699 | 2'209'910 CHF | 2'214'910 CHF | 100.00% | 100.00% |
06.05.2024 | 0.22% | 4.45 CHF | 4.46 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'231'410 CHF | 2'236'410 CHF | 100.00% | 100.00% |
03.05.2024 | 0.22% | 4.44 CHF | 4.45 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'243'890 CHF | 2'248'890 CHF | 99.94% | 99.94% |
02.05.2024 | 0.22% | 4.48 CHF | 4.49 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'276'960 CHF | 2'281'960 CHF | 99.99% | 99.99% |