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 | 0.32% | 3.10 CHF | 3.11 CHF | 500'000 | 500'000 | 499'756 | 499'756 | 1'540'860 CHF | 1'545'860 CHF | 100.00% | 100.00% |
15.05.2024 | 0.33% | 3.02 CHF | 3.03 CHF | 500'000 | 500'000 | 499'015 | 499'015 | 1'501'540 CHF | 1'506'540 CHF | 100.00% | 100.00% |
14.05.2024 | 0.32% | 3.02 CHF | 3.03 CHF | 500'000 | 500'000 | 499'879 | 499'879 | 1'543'520 CHF | 1'548'520 CHF | 100.00% | 100.00% |
13.05.2024 | 0.32% | 3.11 CHF | 3.12 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'542'870 CHF | 1'547'870 CHF | 100.00% | 100.00% |
10.05.2024 | 0.31% | 3.12 CHF | 3.13 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'587'050 CHF | 1'592'050 CHF | 100.00% | 100.00% |
08.05.2024 | 0.33% | 3.08 CHF | 3.09 CHF | 500'000 | 500'000 | 499'871 | 499'871 | 1'494'550 CHF | 1'499'550 CHF | 99.29% | 99.29% |
07.05.2024 | 0.33% | 3.04 CHF | 3.05 CHF | 500'000 | 500'000 | 499'653 | 499'653 | 1'523'230 CHF | 1'528'230 CHF | 100.00% | 100.00% |
06.05.2024 | 0.32% | 3.07 CHF | 3.08 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'545'880 CHF | 1'550'880 CHF | 100.00% | 100.00% |
03.05.2024 | 0.32% | 3.07 CHF | 3.08 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'557'730 CHF | 1'562'730 CHF | 99.96% | 99.96% |
02.05.2024 | 0.31% | 3.09 CHF | 3.10 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'585'990 CHF | 1'590'990 CHF | 100.00% | 100.00% |