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 | 0.30% | 3.35 CHF | 3.36 CHF | 500'000 | 500'000 | 499'590 | 499'590 | 1'644'100 CHF | 1'649'100 CHF | 100.00% | 100.00% |
15.05.2024 | 0.35% | 3.09 CHF | 3.10 CHF | 500'000 | 500'000 | 498'964 | 498'964 | 1'412'420 CHF | 1'417'420 CHF | 100.00% | 100.00% |
14.05.2024 | 0.39% | 2.67 CHF | 2.68 CHF | 500'000 | 500'000 | 499'910 | 499'910 | 1'287'600 CHF | 1'292'600 CHF | 99.78% | 99.78% |
13.05.2024 | 0.39% | 2.60 CHF | 2.61 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'288'780 CHF | 1'293'780 CHF | 100.00% | 100.00% |
10.05.2024 | 0.39% | 2.48 CHF | 2.49 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'276'610 CHF | 1'281'610 CHF | 100.00% | 100.00% |
08.05.2024 | 0.42% | 2.40 CHF | 2.41 CHF | 500'000 | 500'000 | 499'913 | 499'913 | 1'178'380 CHF | 1'183'380 CHF | 96.63% | 96.63% |
07.05.2024 | 0.42% | 2.50 CHF | 2.51 CHF | 500'000 | 500'000 | 499'576 | 499'576 | 1'191'020 CHF | 1'196'020 CHF | 98.42% | 98.42% |
06.05.2024 | 0.47% | 2.22 CHF | 2.23 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'069'530 CHF | 1'074'530 CHF | 100.00% | 100.00% |
03.05.2024 | 0.57% | 1.90 CHF | 1.91 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 875'367 CHF | 880'367 CHF | 99.77% | 99.77% |
02.05.2024 | 0.77% | 1.31 CHF | 1.32 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 652'017 CHF | 657'017 CHF | 99.54% | 99.54% |