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 | 0.23% | 4.43 CHF | 4.44 CHF | 500'000 | 500'000 | 499'647 | 499'647 | 2'208'300 CHF | 2'213'300 CHF | 100.00% | 100.00% |
15.05.2024 | 0.23% | 4.37 CHF | 4.38 CHF | 500'000 | 500'000 | 499'020 | 499'020 | 2'176'690 CHF | 2'181'690 CHF | 100.00% | 100.00% |
14.05.2024 | 0.22% | 4.38 CHF | 4.39 CHF | 500'000 | 500'000 | 499'932 | 499'932 | 2'225'150 CHF | 2'230'150 CHF | 100.00% | 100.00% |
13.05.2024 | 0.22% | 4.47 CHF | 4.48 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'228'760 CHF | 2'233'760 CHF | 100.00% | 100.00% |
10.05.2024 | 0.22% | 4.50 CHF | 4.51 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'277'460 CHF | 2'282'460 CHF | 100.00% | 100.00% |
08.05.2024 | 0.23% | 4.47 CHF | 4.48 CHF | 500'000 | 500'000 | 499'908 | 499'908 | 2'195'700 CHF | 2'200'700 CHF | 99.63% | 99.63% |
07.05.2024 | 0.22% | 4.44 CHF | 4.45 CHF | 500'000 | 500'000 | 499'722 | 499'722 | 2'226'370 CHF | 2'231'370 CHF | 100.00% | 100.00% |
06.05.2024 | 0.22% | 4.48 CHF | 4.49 CHF | 500'000 | 500'000 | 499'706 | 499'706 | 2'243'860 CHF | 2'248'860 CHF | 100.00% | 100.00% |
03.05.2024 | 0.22% | 4.47 CHF | 4.48 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'257'660 CHF | 2'262'660 CHF | 99.97% | 99.97% |
02.05.2024 | 0.22% | 4.49 CHF | 4.50 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'280'480 CHF | 2'285'480 CHF | 99.98% | 99.98% |