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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10.06.2024 | 2.36% | 0.41 CHF | 0.42 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 252'149 CHF | 86'050 CHF | 99.38% | 99.38% |
07.06.2024 | 2.20% | 0.47 CHF | 0.48 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 270'510 CHF | 92'170 CHF | 99.15% | 99.15% |
05.06.2024 | 2.84% | 0.34 CHF | 0.35 CHF | 750'000 | 250'000 | 658'435 | 219'478 | 228'585 CHF | 78'390 CHF | 99.37% | 99.37% |
04.06.2024 | 3.34% | 0.29 CHF | 0.30 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 220'962 CHF | 76'154 CHF | 98.93% | 98.93% |
03.06.2024 | 3.96% | 0.24 CHF | 0.25 CHF | 750'000 | 250'000 | 749'978 | 250'000 | 186'081 CHF | 64'529 CHF | 99.38% | 99.38% |
31.05.2024 | 4.82% | 0.25 CHF | 0.26 CHF | 750'000 | 250'000 | 846'885 | 282'295 | 171'553 CHF | 60'007 CHF | 99.36% | 99.36% |
30.05.2024 | 5.46% | 0.19 CHF | 0.20 CHF | 900'000 | 300'000 | 900'000 | 299'978 | 160'469 CHF | 56'486 CHF | 99.36% | 99.36% |
29.05.2024 | 4.55% | 0.21 CHF | 0.22 CHF | 750'000 | 250'000 | 819'903 | 273'301 | 175'956 CHF | 61'385 CHF | 99.38% | 99.38% |
28.05.2024 | 4.36% | 0.21 CHF | 0.22 CHF | 900'000 | 300'000 | 779'682 | 259'883 | 174'922 CHF | 60'904 CHF | 99.38% | 99.38% |
27.05.2024 | 4.18% | 0.23 CHF | 0.24 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 175'771 CHF | 61'091 CHF | 99.36% | 99.36% |