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 | 0.29% | 3.50 CHF | 3.51 CHF | 500'000 | 500'000 | 499'629 | 499'629 | 1'744'370 CHF | 1'749'370 CHF | 100.00% | 100.00% |
15.05.2024 | 0.29% | 3.43 CHF | 3.44 CHF | 500'000 | 500'000 | 499'030 | 499'030 | 1'705'100 CHF | 1'710'100 CHF | 100.00% | 100.00% |
14.05.2024 | 0.29% | 3.43 CHF | 3.44 CHF | 500'000 | 500'000 | 499'879 | 499'879 | 1'748'540 CHF | 1'753'540 CHF | 99.99% | 99.99% |
13.05.2024 | 0.29% | 3.52 CHF | 3.53 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'747'410 CHF | 1'752'410 CHF | 100.00% | 100.00% |
10.05.2024 | 0.28% | 3.53 CHF | 3.54 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'791'990 CHF | 1'796'990 CHF | 100.00% | 100.00% |
08.05.2024 | 0.29% | 3.49 CHF | 3.50 CHF | 500'000 | 500'000 | 499'893 | 499'893 | 1'699'510 CHF | 1'704'510 CHF | 99.29% | 99.29% |
07.05.2024 | 0.29% | 3.44 CHF | 3.45 CHF | 500'000 | 500'000 | 499'707 | 499'707 | 1'727'940 CHF | 1'732'940 CHF | 100.00% | 100.00% |
06.05.2024 | 0.29% | 3.48 CHF | 3.49 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'750'010 CHF | 1'755'010 CHF | 100.00% | 100.00% |
03.05.2024 | 0.28% | 3.47 CHF | 3.48 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'762'130 CHF | 1'767'130 CHF | 99.98% | 99.98% |
02.05.2024 | 0.28% | 3.51 CHF | 3.52 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'791'680 CHF | 1'796'680 CHF | 99.98% | 99.98% |