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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.20% | 5.26 CHF | 5.27 CHF | 500'000 | 500'000 | 498'965 | 498'965 | 2'494'570 CHF | 2'499'570 CHF | 99.93% | 99.93% |
14.05.2024 | 0.21% | 4.83 CHF | 4.84 CHF | 500'000 | 500'000 | 499'904 | 499'904 | 2'370'260 CHF | 2'375'260 CHF | 99.81% | 99.81% |
13.05.2024 | 0.21% | 4.76 CHF | 4.77 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'371'310 CHF | 2'376'310 CHF | 100.00% | 100.00% |
10.05.2024 | 0.21% | 4.64 CHF | 4.65 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'361'500 CHF | 2'366'500 CHF | 99.99% | 99.99% |
08.05.2024 | 0.22% | 4.58 CHF | 4.59 CHF | 500'000 | 500'000 | 499'910 | 499'910 | 2'267'210 CHF | 2'272'210 CHF | 96.62% | 96.62% |
07.05.2024 | 0.22% | 4.67 CHF | 4.68 CHF | 500'000 | 500'000 | 499'578 | 499'578 | 2'277'300 CHF | 2'282'300 CHF | 98.39% | 98.39% |
06.05.2024 | 0.23% | 4.39 CHF | 4.40 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'153'080 CHF | 2'158'080 CHF | 100.00% | 100.00% |
03.05.2024 | 0.26% | 4.06 CHF | 4.07 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'956'790 CHF | 1'961'790 CHF | 99.78% | 99.78% |
02.05.2024 | 0.29% | 3.48 CHF | 3.49 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'735'650 CHF | 1'740'650 CHF | 99.54% | 99.54% |
30.04.2024 | 0.25% | 3.85 CHF | 3.86 CHF | 500'000 | 500'000 | 499'655 | 499'655 | 2'010'530 CHF | 2'015'530 CHF | 100.00% | 100.00% |