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% | 3.17 CHF | 3.18 CHF | 500'000 | 500'000 | 499'639 | 499'639 | 1'576'970 CHF | 1'581'970 CHF | 100.00% | 100.00% |
15.05.2024 | 0.32% | 3.11 CHF | 3.12 CHF | 500'000 | 500'000 | 499'007 | 499'007 | 1'545'000 CHF | 1'550'000 CHF | 100.00% | 100.00% |
14.05.2024 | 0.31% | 3.11 CHF | 3.12 CHF | 500'000 | 500'000 | 499'909 | 499'909 | 1'590'410 CHF | 1'595'410 CHF | 100.00% | 100.00% |
13.05.2024 | 0.31% | 3.20 CHF | 3.21 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'595'110 CHF | 1'600'110 CHF | 100.00% | 100.00% |
10.05.2024 | 0.30% | 3.23 CHF | 3.24 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'643'510 CHF | 1'648'510 CHF | 100.00% | 100.00% |
08.05.2024 | 0.32% | 3.20 CHF | 3.21 CHF | 500'000 | 500'000 | 499'912 | 499'912 | 1'561'130 CHF | 1'566'130 CHF | 99.63% | 99.63% |
07.05.2024 | 0.31% | 3.17 CHF | 3.18 CHF | 500'000 | 500'000 | 499'708 | 499'708 | 1'592'730 CHF | 1'597'730 CHF | 100.00% | 100.00% |
06.05.2024 | 0.31% | 3.21 CHF | 3.22 CHF | 500'000 | 500'000 | 499'706 | 499'706 | 1'611'860 CHF | 1'616'860 CHF | 100.00% | 100.00% |
03.05.2024 | 0.31% | 3.20 CHF | 3.21 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'624'730 CHF | 1'629'730 CHF | 99.97% | 99.97% |
02.05.2024 | 0.30% | 3.22 CHF | 3.23 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'643'250 CHF | 1'648'250 CHF | 100.00% | 100.00% |