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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.05.2024 | 0.30% | 3.39 CHF | 3.40 CHF | 500'000 | 500'000 | 499'999 | 499'991 | 1'679'820 CHF | 1'684'790 CHF | 100.00% | 100.00% |
23.05.2024 | 0.29% | 3.41 CHF | 3.42 CHF | 500'000 | 500'000 | 498'345 | 498'345 | 1'723'760 CHF | 1'728'760 CHF | 99.98% | 99.98% |
22.05.2024 | 0.29% | 3.48 CHF | 3.49 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'720'390 CHF | 1'725'390 CHF | 100.00% | 100.00% |
21.05.2024 | 0.29% | 3.54 CHF | 3.55 CHF | 500'000 | 500'000 | 499'460 | 499'460 | 1'745'920 CHF | 1'750'920 CHF | 100.00% | 100.00% |
17.05.2024 | 0.28% | 3.55 CHF | 3.56 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'775'020 CHF | 1'780'020 CHF | 100.00% | 100.00% |
16.05.2024 | 0.29% | 3.50 CHF | 3.51 CHF | 500'000 | 500'000 | 499'643 | 499'643 | 1'742'680 CHF | 1'747'680 CHF | 100.00% | 100.00% |
15.05.2024 | 0.29% | 3.44 CHF | 3.45 CHF | 500'000 | 500'000 | 499'006 | 499'006 | 1'710'730 CHF | 1'715'730 CHF | 100.00% | 100.00% |
14.05.2024 | 0.28% | 3.45 CHF | 3.46 CHF | 500'000 | 500'000 | 499'911 | 499'911 | 1'757'000 CHF | 1'762'000 CHF | 100.00% | 100.00% |
13.05.2024 | 0.28% | 3.54 CHF | 3.55 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'761'400 CHF | 1'766'400 CHF | 100.00% | 100.00% |
10.05.2024 | 0.28% | 3.57 CHF | 3.58 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'809'340 CHF | 1'814'340 CHF | 100.00% | 100.00% |