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 | 0.35% | 2.78 CHF | 2.79 CHF | 500'000 | 500'000 | 499'745 | 499'745 | 1'411'080 CHF | 1'416'080 CHF | 100.00% | 100.00% |
15.05.2024 | 0.30% | 3.04 CHF | 3.05 CHF | 500'000 | 500'000 | 498'977 | 498'977 | 1'654'940 CHF | 1'659'940 CHF | 99.99% | 99.99% |
14.05.2024 | 0.28% | 3.50 CHF | 3.51 CHF | 500'000 | 500'000 | 499'912 | 499'912 | 1'801'380 CHF | 1'806'380 CHF | 99.79% | 99.79% |
13.05.2024 | 0.28% | 3.59 CHF | 3.60 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'799'440 CHF | 1'804'440 CHF | 100.00% | 100.00% |
10.05.2024 | 0.27% | 3.72 CHF | 3.73 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 1'818'530 CHF | 1'823'530 CHF | 100.00% | 100.00% |
08.05.2024 | 0.26% | 3.81 CHF | 3.82 CHF | 500'000 | 500'000 | 499'912 | 499'912 | 1'926'280 CHF | 1'931'280 CHF | 96.64% | 96.64% |
07.05.2024 | 0.26% | 3.70 CHF | 3.71 CHF | 500'000 | 500'000 | 499'664 | 499'664 | 1'908'450 CHF | 1'913'450 CHF | 98.40% | 98.40% |
06.05.2024 | 0.25% | 3.98 CHF | 3.99 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'028'900 CHF | 2'033'900 CHF | 100.00% | 100.00% |
03.05.2024 | 0.22% | 4.31 CHF | 4.32 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'239'010 CHF | 2'244'010 CHF | 99.82% | 99.82% |
02.05.2024 | 0.20% | 4.98 CHF | 4.99 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'490'480 CHF | 2'495'480 CHF | 99.57% | 99.57% |