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 | 0.28% | 3.58 CHF | 3.59 CHF | 500'000 | 500'000 | 499'639 | 499'639 | 1'785'010 CHF | 1'790'010 CHF | 100.00% | 100.00% |
15.05.2024 | 0.27% | 3.63 CHF | 3.64 CHF | 500'000 | 500'000 | 499'086 | 499'086 | 1'821'100 CHF | 1'826'100 CHF | 100.00% | 100.00% |
14.05.2024 | 0.28% | 3.64 CHF | 3.65 CHF | 500'000 | 500'000 | 499'912 | 499'912 | 1'791'330 CHF | 1'796'330 CHF | 100.00% | 100.00% |
13.05.2024 | 0.28% | 3.56 CHF | 3.57 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'785'020 CHF | 1'790'020 CHF | 100.00% | 100.00% |
10.05.2024 | 0.29% | 3.54 CHF | 3.55 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'740'460 CHF | 1'745'460 CHF | 100.00% | 100.00% |
08.05.2024 | 0.27% | 3.58 CHF | 3.59 CHF | 500'000 | 500'000 | 499'916 | 499'916 | 1'830'620 CHF | 1'835'620 CHF | 99.63% | 99.63% |
07.05.2024 | 0.28% | 3.60 CHF | 3.61 CHF | 500'000 | 500'000 | 499'712 | 499'712 | 1'793'090 CHF | 1'798'090 CHF | 100.00% | 100.00% |
06.05.2024 | 0.28% | 3.55 CHF | 3.56 CHF | 500'000 | 500'000 | 499'706 | 499'706 | 1'766'720 CHF | 1'771'720 CHF | 100.00% | 100.00% |
03.05.2024 | 0.28% | 3.56 CHF | 3.57 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'763'340 CHF | 1'768'340 CHF | 99.98% | 99.98% |
02.05.2024 | 0.28% | 3.61 CHF | 3.62 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'768'710 CHF | 1'773'710 CHF | 99.99% | 99.99% |