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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.05.2024 | 0.20% | 5.01 CHF | 5.02 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'486'580 CHF | 2'491'580 CHF | 100.00% | 100.00% |
21.05.2024 | 0.20% | 5.06 CHF | 5.07 CHF | 500'000 | 500'000 | 499'482 | 499'482 | 2'507'380 CHF | 2'512'380 CHF | 100.00% | 100.00% |
17.05.2024 | 0.20% | 5.07 CHF | 5.08 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'536'590 CHF | 2'541'590 CHF | 100.00% | 100.00% |
16.05.2024 | 0.20% | 5.01 CHF | 5.02 CHF | 500'000 | 500'000 | 499'638 | 499'638 | 2'498'780 CHF | 2'503'780 CHF | 100.00% | 100.00% |
15.05.2024 | 0.20% | 4.96 CHF | 4.97 CHF | 500'000 | 500'000 | 499'014 | 499'014 | 2'467'060 CHF | 2'472'060 CHF | 100.00% | 100.00% |
14.05.2024 | 0.20% | 4.97 CHF | 4.98 CHF | 500'000 | 500'000 | 499'921 | 499'921 | 2'516'770 CHF | 2'521'770 CHF | 99.99% | 99.99% |
13.05.2024 | 0.20% | 5.05 CHF | 5.06 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'520'460 CHF | 2'525'460 CHF | 100.00% | 100.00% |
10.05.2024 | 0.19% | 5.09 CHF | 5.10 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'568'820 CHF | 2'573'820 CHF | 100.00% | 100.00% |
08.05.2024 | 0.20% | 5.06 CHF | 5.07 CHF | 500'000 | 500'000 | 499'910 | 499'910 | 2'487'850 CHF | 2'492'850 CHF | 99.63% | 99.63% |
07.05.2024 | 0.20% | 5.02 CHF | 5.03 CHF | 500'000 | 500'000 | 499'707 | 499'707 | 2'517'870 CHF | 2'522'870 CHF | 100.00% | 100.00% |