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 | 0.35% | 2.87 CHF | 2.88 CHF | 500'000 | 500'000 | 499'750 | 499'750 | 1'425'710 CHF | 1'430'710 CHF | 100.00% | 100.00% |
15.05.2024 | 0.36% | 2.79 CHF | 2.80 CHF | 500'000 | 500'000 | 499'011 | 499'011 | 1'385'760 CHF | 1'390'760 CHF | 100.00% | 100.00% |
14.05.2024 | 0.35% | 2.79 CHF | 2.80 CHF | 500'000 | 500'000 | 499'881 | 499'881 | 1'427'810 CHF | 1'432'810 CHF | 100.00% | 100.00% |
13.05.2024 | 0.35% | 2.88 CHF | 2.89 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'427'040 CHF | 1'432'040 CHF | 100.00% | 100.00% |
10.05.2024 | 0.34% | 2.89 CHF | 2.90 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'471'230 CHF | 1'476'230 CHF | 100.00% | 100.00% |
08.05.2024 | 0.36% | 2.85 CHF | 2.86 CHF | 500'000 | 500'000 | 499'873 | 499'873 | 1'378'650 CHF | 1'383'650 CHF | 99.29% | 99.29% |
07.05.2024 | 0.35% | 2.80 CHF | 2.81 CHF | 500'000 | 500'000 | 499'679 | 499'679 | 1'407'740 CHF | 1'412'740 CHF | 100.00% | 100.00% |
06.05.2024 | 0.35% | 2.84 CHF | 2.85 CHF | 500'000 | 500'000 | 500'000 | 499'988 | 1'430'510 CHF | 1'435'480 CHF | 100.00% | 100.00% |
03.05.2024 | 0.35% | 2.84 CHF | 2.85 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'442'110 CHF | 1'447'110 CHF | 99.98% | 99.98% |
02.05.2024 | 0.34% | 2.86 CHF | 2.87 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'469'620 CHF | 1'474'620 CHF | 99.99% | 99.99% |