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 | 0.34% | 2.93 CHF | 2.94 CHF | 500'000 | 500'000 | 499'639 | 499'639 | 1'459'280 CHF | 1'464'280 CHF | 100.00% | 100.00% |
15.05.2024 | 0.35% | 2.87 CHF | 2.88 CHF | 500'000 | 500'000 | 499'003 | 499'003 | 1'426'640 CHF | 1'431'640 CHF | 99.99% | 99.99% |
14.05.2024 | 0.34% | 2.88 CHF | 2.89 CHF | 500'000 | 500'000 | 499'915 | 499'915 | 1'472'100 CHF | 1'477'100 CHF | 100.00% | 100.00% |
13.05.2024 | 0.34% | 2.96 CHF | 2.97 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'476'330 CHF | 1'481'330 CHF | 100.00% | 100.00% |
10.05.2024 | 0.33% | 3.00 CHF | 3.01 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'524'540 CHF | 1'529'540 CHF | 100.00% | 100.00% |
08.05.2024 | 0.35% | 2.96 CHF | 2.97 CHF | 500'000 | 500'000 | 499'916 | 499'916 | 1'442'150 CHF | 1'447'150 CHF | 99.63% | 99.63% |
07.05.2024 | 0.34% | 2.93 CHF | 2.94 CHF | 500'000 | 500'000 | 499'712 | 499'712 | 1'474'450 CHF | 1'479'450 CHF | 100.00% | 100.00% |
06.05.2024 | 0.33% | 2.98 CHF | 2.99 CHF | 500'000 | 500'000 | 499'706 | 499'706 | 1'493'590 CHF | 1'498'590 CHF | 100.00% | 100.00% |
03.05.2024 | 0.33% | 2.97 CHF | 2.98 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'506'290 CHF | 1'511'290 CHF | 99.98% | 99.98% |
02.05.2024 | 0.33% | 2.98 CHF | 2.99 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'524'200 CHF | 1'529'200 CHF | 99.98% | 99.98% |