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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.05.2024 | 0.43% | 2.35 CHF | 2.36 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'157'160 CHF | 1'162'160 CHF | 100.00% | 100.00% |
21.05.2024 | 0.42% | 2.41 CHF | 2.42 CHF | 500'000 | 500'000 | 499'557 | 499'557 | 1'185'450 CHF | 1'190'450 CHF | 100.00% | 100.00% |
17.05.2024 | 0.41% | 2.43 CHF | 2.44 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'215'700 CHF | 1'220'700 CHF | 100.00% | 100.00% |
16.05.2024 | 0.42% | 2.39 CHF | 2.40 CHF | 500'000 | 500'000 | 499'639 | 499'033 | 1'192'840 CHF | 1'196'400 CHF | 100.00% | 100.00% |
15.05.2024 | 0.43% | 2.34 CHF | 2.35 CHF | 500'000 | 500'000 | 499'095 | 499'095 | 1'161'690 CHF | 1'166'690 CHF | 99.99% | 99.99% |
14.05.2024 | 0.41% | 2.35 CHF | 2.36 CHF | 500'000 | 500'000 | 499'912 | 499'912 | 1'205'550 CHF | 1'210'550 CHF | 99.98% | 99.98% |
13.05.2024 | 0.41% | 2.43 CHF | 2.44 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'210'820 CHF | 1'215'820 CHF | 100.00% | 100.00% |
10.05.2024 | 0.40% | 2.46 CHF | 2.47 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'258'790 CHF | 1'263'790 CHF | 100.00% | 100.00% |
08.05.2024 | 0.42% | 2.44 CHF | 2.45 CHF | 500'000 | 500'000 | 499'912 | 499'895 | 1'178'590 CHF | 1'183'550 CHF | 99.63% | 99.63% |
07.05.2024 | 0.41% | 2.41 CHF | 2.42 CHF | 500'000 | 500'000 | 499'708 | 499'708 | 1'210'970 CHF | 1'215'970 CHF | 100.00% | 100.00% |