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 | 0.19% | 5.26 CHF | 5.27 CHF | 500'000 | 500'000 | 499'643 | 499'643 | 2'620'010 CHF | 2'625'010 CHF | 100.00% | 100.00% |
15.05.2024 | 0.19% | 5.20 CHF | 5.21 CHF | 500'000 | 500'000 | 499'013 | 499'013 | 2'588'460 CHF | 2'593'460 CHF | 100.00% | 100.00% |
14.05.2024 | 0.19% | 5.21 CHF | 5.22 CHF | 500'000 | 500'000 | 499'932 | 499'932 | 2'638'750 CHF | 2'643'750 CHF | 100.00% | 100.00% |
13.05.2024 | 0.19% | 5.30 CHF | 5.31 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'641'890 CHF | 2'646'890 CHF | 100.00% | 100.00% |
10.05.2024 | 0.19% | 5.33 CHF | 5.34 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'690'240 CHF | 2'695'240 CHF | 100.00% | 100.00% |
08.05.2024 | 0.19% | 5.30 CHF | 5.31 CHF | 500'000 | 500'000 | 499'912 | 499'912 | 2'609'980 CHF | 2'614'980 CHF | 99.63% | 99.63% |
07.05.2024 | 0.19% | 5.26 CHF | 5.27 CHF | 500'000 | 500'000 | 499'717 | 499'717 | 2'639'360 CHF | 2'644'360 CHF | 100.00% | 100.00% |
06.05.2024 | 0.19% | 5.30 CHF | 5.31 CHF | 500'000 | 500'000 | 499'706 | 499'706 | 2'655'580 CHF | 2'660'580 CHF | 100.00% | 100.00% |
03.05.2024 | 0.19% | 5.29 CHF | 5.30 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'670'460 CHF | 2'675'460 CHF | 99.98% | 99.98% |
02.05.2024 | 0.19% | 5.32 CHF | 5.33 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'696'160 CHF | 2'701'160 CHF | 99.99% | 99.99% |