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 | 0.26% | 3.92 CHF | 3.93 CHF | 500'000 | 500'000 | 499'619 | 499'619 | 1'950'450 CHF | 1'955'450 CHF | 100.00% | 100.00% |
15.05.2024 | 0.26% | 3.84 CHF | 3.85 CHF | 500'000 | 500'000 | 499'013 | 499'013 | 1'911'780 CHF | 1'916'780 CHF | 100.00% | 100.00% |
14.05.2024 | 0.26% | 3.85 CHF | 3.86 CHF | 500'000 | 500'000 | 499'882 | 499'882 | 1'956'100 CHF | 1'961'100 CHF | 100.00% | 100.00% |
13.05.2024 | 0.26% | 3.93 CHF | 3.94 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'954'350 CHF | 1'959'350 CHF | 100.00% | 100.00% |
10.05.2024 | 0.25% | 3.95 CHF | 3.96 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'999'190 CHF | 2'004'190 CHF | 100.00% | 100.00% |
08.05.2024 | 0.26% | 3.90 CHF | 3.91 CHF | 500'000 | 500'000 | 499'890 | 499'890 | 1'906'830 CHF | 1'911'830 CHF | 99.29% | 99.29% |
07.05.2024 | 0.26% | 3.86 CHF | 3.87 CHF | 500'000 | 500'000 | 499'712 | 499'712 | 1'934'850 CHF | 1'939'850 CHF | 100.00% | 100.00% |
06.05.2024 | 0.26% | 3.90 CHF | 3.91 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'956'850 CHF | 1'961'850 CHF | 100.00% | 100.00% |
03.05.2024 | 0.25% | 3.89 CHF | 3.90 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'968'960 CHF | 1'973'960 CHF | 99.97% | 99.97% |
02.05.2024 | 0.25% | 3.92 CHF | 3.93 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'000'200 CHF | 2'005'200 CHF | 100.00% | 100.00% |