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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.06.2012 | 1.77% | 0.58 CHF | 0.59 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 139'989 CHF | 142'489 CHF | 94.69% | 94.69% |
13.06.2012 | 1.81% | 0.54 CHF | 0.55 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 136'533 CHF | 139'033 CHF | 100.00% | 100.00% |
12.06.2012 | 1.82% | 0.56 CHF | 0.57 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 135'774 CHF | 138'274 CHF | 100.00% | 100.00% |
11.06.2012 | 1.73% | 0.57 CHF | 0.58 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 143'215 CHF | 145'715 CHF | 100.00% | 100.00% |
08.06.2012 | 1.88% | 0.55 CHF | 0.56 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 131'527 CHF | 134'027 CHF | 100.00% | 100.00% |
07.06.2012 | 1.94% | 0.53 CHF | 0.54 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 127'524 CHF | 130'024 CHF | 100.00% | 100.00% |
06.06.2012 | 2.17% | 0.48 CHF | 0.49 CHF | 250'000 | 250'000 | 250'000 | 249'999 | 113'820 CHF | 116'320 CHF | 98.26% | 100.00% |
05.06.2012 | 2.40% | 0.41 CHF | 0.42 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 103'061 CHF | 105'561 CHF | 100.00% | 100.00% |
04.06.2012 | 2.22% | 0.43 CHF | 0.44 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 111'583 CHF | 114'083 CHF | 99.99% | 99.99% |
01.06.2012 | 1.89% | 0.50 CHF | 0.51 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 130'879 CHF | 133'379 CHF | 96.15% | 96.15% |