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 | 0.38% | 2.66 CHF | 2.67 CHF | 500'000 | 500'000 | 499'753 | 499'753 | 1'324'250 CHF | 1'329'250 CHF | 100.00% | 100.00% |
15.05.2024 | 0.39% | 2.59 CHF | 2.60 CHF | 500'000 | 500'000 | 499'023 | 499'023 | 1'284'550 CHF | 1'289'550 CHF | 99.99% | 99.99% |
14.05.2024 | 0.38% | 2.59 CHF | 2.60 CHF | 500'000 | 500'000 | 499'880 | 499'880 | 1'326'490 CHF | 1'331'490 CHF | 100.00% | 100.00% |
13.05.2024 | 0.38% | 2.68 CHF | 2.69 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'325'550 CHF | 1'330'550 CHF | 100.00% | 100.00% |
10.05.2024 | 0.36% | 2.69 CHF | 2.70 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'369'740 CHF | 1'374'740 CHF | 100.00% | 100.00% |
08.05.2024 | 0.39% | 2.64 CHF | 2.65 CHF | 500'000 | 500'000 | 499'871 | 499'871 | 1'276'790 CHF | 1'281'790 CHF | 99.29% | 99.29% |
07.05.2024 | 0.38% | 2.60 CHF | 2.61 CHF | 500'000 | 500'000 | 499'665 | 499'665 | 1'305'560 CHF | 1'310'560 CHF | 100.00% | 100.00% |
06.05.2024 | 0.38% | 2.64 CHF | 2.65 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'329'220 CHF | 1'334'220 CHF | 100.00% | 100.00% |
03.05.2024 | 0.37% | 2.63 CHF | 2.64 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'340'700 CHF | 1'345'700 CHF | 99.99% | 99.99% |
02.05.2024 | 0.37% | 2.66 CHF | 2.67 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'367'350 CHF | 1'372'350 CHF | 100.00% | 100.00% |