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 | 0.19% | 5.37 CHF | 5.38 CHF | 500'000 | 500'000 | 499'584 | 499'584 | 2'650'460 CHF | 2'655'460 CHF | 98.77% | 98.77% |
15.05.2024 | 0.21% | 5.10 CHF | 5.11 CHF | 500'000 | 500'000 | 498'997 | 498'997 | 2'411'870 CHF | 2'416'870 CHF | 98.13% | 98.13% |
14.05.2024 | 0.22% | 4.67 CHF | 4.68 CHF | 500'000 | 500'000 | 499'909 | 499'909 | 2'288'060 CHF | 2'293'060 CHF | 98.12% | 98.12% |
13.05.2024 | 0.22% | 4.60 CHF | 4.61 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'288'950 CHF | 2'293'950 CHF | 99.15% | 99.15% |
10.05.2024 | 0.22% | 4.48 CHF | 4.49 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'279'310 CHF | 2'284'310 CHF | 97.72% | 97.72% |
08.05.2024 | 0.23% | 4.42 CHF | 4.43 CHF | 500'000 | 500'000 | 499'911 | 499'911 | 2'184'990 CHF | 2'189'990 CHF | 95.52% | 95.52% |
07.05.2024 | 0.23% | 4.51 CHF | 4.52 CHF | 500'000 | 500'000 | 499'655 | 499'655 | 2'195'140 CHF | 2'200'140 CHF | 97.45% | 97.45% |
06.05.2024 | 0.24% | 4.22 CHF | 4.23 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'070'840 CHF | 2'075'840 CHF | 99.99% | 99.99% |
03.05.2024 | 0.27% | 3.90 CHF | 3.91 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'869'440 CHF | 1'874'440 CHF | 94.62% | 94.62% |
02.05.2024 | 0.30% | 3.31 CHF | 3.32 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'654'690 CHF | 1'659'690 CHF | 95.88% | 95.88% |