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 | 0.31% | 3.28 CHF | 3.29 CHF | 500'000 | 500'000 | 499'590 | 499'590 | 1'607'870 CHF | 1'612'870 CHF | 100.00% | 100.00% |
15.05.2024 | 0.37% | 3.01 CHF | 3.02 CHF | 500'000 | 500'000 | 498'967 | 498'967 | 1'370'180 CHF | 1'375'180 CHF | 99.96% | 99.96% |
14.05.2024 | 0.40% | 2.58 CHF | 2.59 CHF | 500'000 | 500'000 | 499'904 | 499'904 | 1'244'080 CHF | 1'249'080 CHF | 99.81% | 99.81% |
13.05.2024 | 0.40% | 2.51 CHF | 2.52 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'245'670 CHF | 1'250'670 CHF | 100.00% | 100.00% |
10.05.2024 | 0.40% | 2.39 CHF | 2.40 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'236'940 CHF | 1'241'940 CHF | 99.99% | 99.99% |
08.05.2024 | 0.44% | 2.33 CHF | 2.34 CHF | 500'000 | 500'000 | 499'914 | 499'914 | 1'142'290 CHF | 1'147'290 CHF | 96.63% | 96.63% |
07.05.2024 | 0.43% | 2.43 CHF | 2.44 CHF | 500'000 | 500'000 | 499'652 | 499'652 | 1'155'190 CHF | 1'160'190 CHF | 98.40% | 98.40% |
06.05.2024 | 0.48% | 2.15 CHF | 2.16 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'034'040 CHF | 1'039'040 CHF | 100.00% | 100.00% |
03.05.2024 | 0.60% | 1.83 CHF | 1.84 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 840'256 CHF | 845'256 CHF | 99.85% | 99.85% |
02.05.2024 | 0.81% | 1.24 CHF | 1.25 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 616'333 CHF | 621'333 CHF | 99.56% | 99.56% |