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 | 0.24% | 4.23 CHF | 4.24 CHF | 500'000 | 500'000 | 499'639 | 499'639 | 2'107'560 CHF | 2'112'560 CHF | 100.00% | 100.00% |
15.05.2024 | 0.24% | 4.17 CHF | 4.18 CHF | 500'000 | 500'000 | 499'018 | 499'018 | 2'076'000 CHF | 2'081'000 CHF | 100.00% | 100.00% |
14.05.2024 | 0.24% | 4.18 CHF | 4.19 CHF | 500'000 | 500'000 | 499'932 | 499'932 | 2'123'810 CHF | 2'128'810 CHF | 100.00% | 100.00% |
13.05.2024 | 0.23% | 4.27 CHF | 4.28 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'127'480 CHF | 2'132'480 CHF | 100.00% | 100.00% |
10.05.2024 | 0.23% | 4.30 CHF | 4.31 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'176'210 CHF | 2'181'210 CHF | 100.00% | 100.00% |
08.05.2024 | 0.24% | 4.27 CHF | 4.28 CHF | 500'000 | 500'000 | 499'911 | 499'911 | 2'094'540 CHF | 2'099'540 CHF | 99.63% | 99.63% |
07.05.2024 | 0.24% | 4.23 CHF | 4.24 CHF | 500'000 | 500'000 | 499'717 | 499'717 | 2'125'290 CHF | 2'130'290 CHF | 100.00% | 100.00% |
06.05.2024 | 0.23% | 4.28 CHF | 4.29 CHF | 500'000 | 500'000 | 499'706 | 499'706 | 2'143'030 CHF | 2'148'030 CHF | 100.00% | 100.00% |
03.05.2024 | 0.23% | 4.27 CHF | 4.28 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'156'520 CHF | 2'161'520 CHF | 99.98% | 99.98% |
02.05.2024 | 0.23% | 4.29 CHF | 4.30 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'178'790 CHF | 2'183'790 CHF | 99.99% | 99.99% |