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 | 0.50% | 2.07 CHF | 2.08 CHF | 500'000 | 500'000 | 498'229 | 498'229 | 1'009'190 CHF | 1'014'190 CHF | 100.00% | 100.00% |
22.05.2024 | 0.49% | 2.00 CHF | 2.01 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'020'130 CHF | 1'025'130 CHF | 100.00% | 100.00% |
21.05.2024 | 0.51% | 1.92 CHF | 1.93 CHF | 500'000 | 500'000 | 499'474 | 499'474 | 980'679 CHF | 985'679 CHF | 100.00% | 100.00% |
17.05.2024 | 0.52% | 1.90 CHF | 1.91 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 954'544 CHF | 959'544 CHF | 100.00% | 100.00% |
16.05.2024 | 0.52% | 1.94 CHF | 1.95 CHF | 500'000 | 500'000 | 499'643 | 499'643 | 967'847 CHF | 972'847 CHF | 100.00% | 100.00% |
15.05.2024 | 0.50% | 1.99 CHF | 2.00 CHF | 500'000 | 500'000 | 499'081 | 499'081 | 1'003'220 CHF | 1'008'220 CHF | 100.00% | 100.00% |
14.05.2024 | 0.51% | 2.00 CHF | 2.01 CHF | 500'000 | 500'000 | 499'912 | 499'912 | 969'782 CHF | 974'782 CHF | 100.00% | 100.00% |
13.05.2024 | 0.52% | 1.92 CHF | 1.93 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 964'191 CHF | 969'191 CHF | 100.00% | 100.00% |
10.05.2024 | 0.54% | 1.89 CHF | 1.90 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 919'111 CHF | 924'111 CHF | 100.00% | 100.00% |
08.05.2024 | 0.50% | 1.94 CHF | 1.95 CHF | 500'000 | 500'000 | 499'912 | 499'912 | 1'007'610 CHF | 1'012'610 CHF | 99.63% | 99.63% |