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 | 0.25% | 4.02 CHF | 4.03 CHF | 500'000 | 500'000 | 499'638 | 499'638 | 2'003'870 CHF | 2'008'870 CHF | 100.00% | 100.00% |
15.05.2024 | 0.25% | 3.96 CHF | 3.97 CHF | 500'000 | 500'000 | 499'029 | 499'029 | 1'972'230 CHF | 1'977'230 CHF | 100.00% | 100.00% |
14.05.2024 | 0.25% | 3.97 CHF | 3.98 CHF | 500'000 | 500'000 | 499'932 | 499'932 | 2'019'620 CHF | 2'024'620 CHF | 100.00% | 100.00% |
13.05.2024 | 0.25% | 4.06 CHF | 4.07 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'023'860 CHF | 2'028'860 CHF | 100.00% | 100.00% |
10.05.2024 | 0.24% | 4.09 CHF | 4.10 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'072'070 CHF | 2'077'070 CHF | 100.00% | 100.00% |
08.05.2024 | 0.25% | 4.06 CHF | 4.07 CHF | 500'000 | 500'000 | 499'911 | 499'911 | 1'990'430 CHF | 1'995'430 CHF | 99.63% | 99.63% |
07.05.2024 | 0.25% | 4.03 CHF | 4.04 CHF | 500'000 | 500'000 | 499'714 | 499'714 | 2'020'970 CHF | 2'025'970 CHF | 100.00% | 100.00% |
06.05.2024 | 0.25% | 4.07 CHF | 4.08 CHF | 500'000 | 500'000 | 499'706 | 499'706 | 2'039'390 CHF | 2'044'380 CHF | 100.00% | 100.00% |
03.05.2024 | 0.24% | 4.06 CHF | 4.07 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'052'880 CHF | 2'057'880 CHF | 99.97% | 99.97% |
02.05.2024 | 0.24% | 4.08 CHF | 4.09 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'073'890 CHF | 2'078'890 CHF | 99.99% | 99.99% |