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 | 0.31% | 3.28 CHF | 3.29 CHF | 500'000 | 500'000 | 499'753 | 499'753 | 1'631'790 CHF | 1'636'790 CHF | 100.00% | 100.00% |
15.05.2024 | 0.31% | 3.20 CHF | 3.21 CHF | 500'000 | 500'000 | 499'015 | 499'015 | 1'592'550 CHF | 1'597'550 CHF | 100.00% | 100.00% |
14.05.2024 | 0.31% | 3.20 CHF | 3.21 CHF | 500'000 | 500'000 | 499'884 | 499'884 | 1'635'360 CHF | 1'640'360 CHF | 100.00% | 100.00% |
13.05.2024 | 0.31% | 3.29 CHF | 3.30 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'634'320 CHF | 1'639'320 CHF | 100.00% | 100.00% |
10.05.2024 | 0.30% | 3.31 CHF | 3.32 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'678'650 CHF | 1'683'650 CHF | 100.00% | 100.00% |
08.05.2024 | 0.31% | 3.26 CHF | 3.27 CHF | 500'000 | 500'000 | 499'868 | 499'868 | 1'586'070 CHF | 1'591'070 CHF | 99.29% | 99.29% |
07.05.2024 | 0.31% | 3.22 CHF | 3.23 CHF | 500'000 | 500'000 | 499'670 | 499'670 | 1'614'260 CHF | 1'619'260 CHF | 100.00% | 100.00% |
06.05.2024 | 0.30% | 3.26 CHF | 3.27 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'637'300 CHF | 1'642'300 CHF | 100.00% | 100.00% |
03.05.2024 | 0.30% | 3.25 CHF | 3.26 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'648'850 CHF | 1'653'850 CHF | 99.98% | 99.98% |
02.05.2024 | 0.30% | 3.28 CHF | 3.29 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'677'910 CHF | 1'682'910 CHF | 99.99% | 99.99% |