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 | 0.31% | 3.24 CHF | 3.25 CHF | 500'000 | 500'000 | 499'643 | 499'643 | 1'619'940 CHF | 1'624'940 CHF | 100.00% | 100.00% |
15.05.2024 | 0.30% | 3.30 CHF | 3.31 CHF | 500'000 | 500'000 | 499'005 | 499'005 | 1'655'480 CHF | 1'660'480 CHF | 100.00% | 100.00% |
14.05.2024 | 0.31% | 3.31 CHF | 3.32 CHF | 500'000 | 500'000 | 499'911 | 499'911 | 1'625'210 CHF | 1'630'210 CHF | 100.00% | 100.00% |
13.05.2024 | 0.31% | 3.23 CHF | 3.24 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'619'030 CHF | 1'624'030 CHF | 100.00% | 100.00% |
10.05.2024 | 0.32% | 3.20 CHF | 3.21 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'574'290 CHF | 1'579'290 CHF | 100.00% | 100.00% |
08.05.2024 | 0.30% | 3.25 CHF | 3.26 CHF | 500'000 | 500'000 | 499'912 | 499'912 | 1'664'320 CHF | 1'669'320 CHF | 99.63% | 99.63% |
07.05.2024 | 0.31% | 3.27 CHF | 3.28 CHF | 500'000 | 500'000 | 499'705 | 499'705 | 1'626'570 CHF | 1'631'570 CHF | 100.00% | 100.00% |
06.05.2024 | 0.31% | 3.22 CHF | 3.23 CHF | 500'000 | 500'000 | 499'706 | 499'706 | 1'601'300 CHF | 1'606'300 CHF | 100.00% | 100.00% |
03.05.2024 | 0.31% | 3.23 CHF | 3.24 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'597'470 CHF | 1'602'470 CHF | 99.94% | 99.94% |
02.05.2024 | 0.31% | 3.28 CHF | 3.29 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'601'090 CHF | 1'606'090 CHF | 99.99% | 99.99% |