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 | 0.34% | 2.91 CHF | 2.92 CHF | 500'000 | 500'000 | 499'642 | 499'642 | 1'454'840 CHF | 1'459'840 CHF | 100.00% | 100.00% |
15.05.2024 | 0.34% | 2.97 CHF | 2.98 CHF | 500'000 | 500'000 | 499'003 | 499'003 | 1'490'280 CHF | 1'495'280 CHF | 100.00% | 100.00% |
14.05.2024 | 0.34% | 2.98 CHF | 2.99 CHF | 500'000 | 500'000 | 499'911 | 499'911 | 1'459'200 CHF | 1'464'200 CHF | 100.00% | 100.00% |
13.05.2024 | 0.34% | 2.90 CHF | 2.91 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'452'740 CHF | 1'457'740 CHF | 100.00% | 100.00% |
10.05.2024 | 0.35% | 2.87 CHF | 2.88 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'408'440 CHF | 1'413'440 CHF | 100.00% | 100.00% |
08.05.2024 | 0.33% | 2.92 CHF | 2.93 CHF | 500'000 | 500'000 | 499'912 | 499'912 | 1'498'190 CHF | 1'503'190 CHF | 99.63% | 99.63% |
07.05.2024 | 0.34% | 2.94 CHF | 2.95 CHF | 500'000 | 500'000 | 499'718 | 499'718 | 1'460'710 CHF | 1'465'710 CHF | 100.00% | 100.00% |
06.05.2024 | 0.35% | 2.89 CHF | 2.90 CHF | 500'000 | 500'000 | 499'706 | 499'706 | 1'435'360 CHF | 1'440'350 CHF | 100.00% | 100.00% |
03.05.2024 | 0.35% | 2.89 CHF | 2.90 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'431'130 CHF | 1'436'130 CHF | 99.96% | 99.96% |
02.05.2024 | 0.35% | 2.94 CHF | 2.95 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'433'880 CHF | 1'438'880 CHF | 99.99% | 99.99% |