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 | 0.27% | 3.67 CHF | 3.68 CHF | 500'000 | 500'000 | 499'617 | 499'617 | 1'828'140 CHF | 1'833'140 CHF | 100.00% | 100.00% |
15.05.2024 | 0.28% | 3.60 CHF | 3.61 CHF | 500'000 | 500'000 | 499'020 | 499'020 | 1'789'380 CHF | 1'794'380 CHF | 100.00% | 100.00% |
14.05.2024 | 0.27% | 3.60 CHF | 3.61 CHF | 500'000 | 500'000 | 499'879 | 499'879 | 1'832'810 CHF | 1'837'810 CHF | 100.00% | 100.00% |
13.05.2024 | 0.27% | 3.69 CHF | 3.70 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'832'170 CHF | 1'837'170 CHF | 100.00% | 100.00% |
10.05.2024 | 0.27% | 3.70 CHF | 3.71 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'876'070 CHF | 1'881'070 CHF | 100.00% | 100.00% |
08.05.2024 | 0.28% | 3.66 CHF | 3.67 CHF | 500'000 | 500'000 | 499'894 | 499'894 | 1'784'420 CHF | 1'789'420 CHF | 99.29% | 99.29% |
07.05.2024 | 0.28% | 3.61 CHF | 3.62 CHF | 500'000 | 500'000 | 499'711 | 499'711 | 1'812'200 CHF | 1'817'200 CHF | 100.00% | 100.00% |
06.05.2024 | 0.27% | 3.65 CHF | 3.66 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'834'560 CHF | 1'839'560 CHF | 100.00% | 100.00% |
03.05.2024 | 0.27% | 3.64 CHF | 3.65 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'846'260 CHF | 1'851'260 CHF | 99.93% | 99.93% |
02.05.2024 | 0.27% | 3.68 CHF | 3.69 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'876'530 CHF | 1'881'530 CHF | 99.99% | 99.99% |