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 | 0.26% | 3.84 CHF | 3.85 CHF | 500'000 | 500'000 | 499'590 | 499'590 | 1'887'830 CHF | 1'892'830 CHF | 100.00% | 100.00% |
15.05.2024 | 0.30% | 3.57 CHF | 3.58 CHF | 500'000 | 500'000 | 498'973 | 498'973 | 1'649'420 CHF | 1'654'420 CHF | 99.97% | 99.97% |
14.05.2024 | 0.33% | 3.14 CHF | 3.15 CHF | 500'000 | 500'000 | 499'911 | 499'911 | 1'521'280 CHF | 1'526'280 CHF | 99.81% | 99.81% |
13.05.2024 | 0.33% | 3.07 CHF | 3.08 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'523'130 CHF | 1'528'130 CHF | 100.00% | 100.00% |
10.05.2024 | 0.33% | 2.95 CHF | 2.96 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'513'650 CHF | 1'518'650 CHF | 100.00% | 100.00% |
08.05.2024 | 0.35% | 2.88 CHF | 2.89 CHF | 500'000 | 500'000 | 499'912 | 499'912 | 1'418'690 CHF | 1'423'690 CHF | 96.63% | 96.63% |
07.05.2024 | 0.35% | 2.98 CHF | 2.99 CHF | 500'000 | 500'000 | 499'660 | 499'660 | 1'430'870 CHF | 1'435'870 CHF | 98.40% | 98.40% |
06.05.2024 | 0.38% | 2.70 CHF | 2.71 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'309'010 CHF | 1'314'010 CHF | 100.00% | 100.00% |
03.05.2024 | 0.45% | 2.38 CHF | 2.39 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'115'200 CHF | 1'120'200 CHF | 99.78% | 99.78% |
02.05.2024 | 0.56% | 1.79 CHF | 1.80 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 892'937 CHF | 897'937 CHF | 99.57% | 99.57% |