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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 0.48% | 2.04 CHF | 2.05 CHF | 500'000 | 500'000 | 498'261 | 498'261 | 1'041'720 CHF | 1'046'720 CHF | 99.99% | 99.99% |
22.05.2024 | 0.48% | 2.11 CHF | 2.12 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'036'870 CHF | 1'041'870 CHF | 100.00% | 100.00% |
21.05.2024 | 0.47% | 2.18 CHF | 2.19 CHF | 500'000 | 500'000 | 499'465 | 499'465 | 1'066'100 CHF | 1'071'100 CHF | 100.00% | 100.00% |
17.05.2024 | 0.46% | 2.19 CHF | 2.20 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'095'290 CHF | 1'100'290 CHF | 100.00% | 100.00% |
16.05.2024 | 0.47% | 2.15 CHF | 2.16 CHF | 500'000 | 500'000 | 499'637 | 499'637 | 1'068'170 CHF | 1'073'170 CHF | 100.00% | 100.00% |
15.05.2024 | 0.48% | 2.09 CHF | 2.10 CHF | 500'000 | 500'000 | 499'024 | 499'024 | 1'035'680 CHF | 1'040'680 CHF | 100.00% | 100.00% |
14.05.2024 | 0.46% | 2.09 CHF | 2.10 CHF | 500'000 | 500'000 | 499'918 | 499'918 | 1'078'720 CHF | 1'083'720 CHF | 99.99% | 99.99% |
13.05.2024 | 0.46% | 2.18 CHF | 2.19 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'083'830 CHF | 1'088'830 CHF | 100.00% | 100.00% |
10.05.2024 | 0.44% | 2.21 CHF | 2.22 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'132'110 CHF | 1'137'110 CHF | 100.00% | 100.00% |
08.05.2024 | 0.48% | 2.18 CHF | 2.19 CHF | 500'000 | 500'000 | 499'915 | 499'915 | 1'048'900 CHF | 1'053'900 CHF | 99.63% | 99.63% |