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 | 0.22% | 4.62 CHF | 4.63 CHF | 500'000 | 500'000 | 499'638 | 499'638 | 2'300'180 CHF | 2'305'180 CHF | 100.00% | 100.00% |
15.05.2024 | 0.22% | 4.56 CHF | 4.57 CHF | 500'000 | 500'000 | 499'014 | 499'014 | 2'268'820 CHF | 2'273'820 CHF | 100.00% | 100.00% |
14.05.2024 | 0.22% | 4.57 CHF | 4.58 CHF | 500'000 | 500'000 | 499'921 | 499'921 | 2'317'610 CHF | 2'322'610 CHF | 99.99% | 99.99% |
13.05.2024 | 0.22% | 4.66 CHF | 4.67 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'320'970 CHF | 2'325'970 CHF | 100.00% | 100.00% |
10.05.2024 | 0.21% | 4.69 CHF | 4.70 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'369'670 CHF | 2'374'670 CHF | 100.00% | 100.00% |
08.05.2024 | 0.22% | 4.66 CHF | 4.67 CHF | 500'000 | 500'000 | 499'910 | 499'910 | 2'288'460 CHF | 2'293'460 CHF | 99.63% | 99.63% |
07.05.2024 | 0.22% | 4.62 CHF | 4.63 CHF | 500'000 | 500'000 | 499'707 | 499'707 | 2'318'850 CHF | 2'323'850 CHF | 100.00% | 100.00% |
06.05.2024 | 0.21% | 4.66 CHF | 4.67 CHF | 500'000 | 500'000 | 499'706 | 499'706 | 2'335'860 CHF | 2'340'860 CHF | 100.00% | 100.00% |
03.05.2024 | 0.21% | 4.65 CHF | 4.66 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'350'220 CHF | 2'355'220 CHF | 99.97% | 99.97% |
02.05.2024 | 0.21% | 4.68 CHF | 4.69 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'373'110 CHF | 2'378'110 CHF | 100.00% | 100.00% |