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 | 1.89% | 1.28 CHF | 1.30 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 50'891 CHF | 32'415 CHF | 100.00% | 100.00% |
07.06.2024 | 1.80% | 1.30 CHF | 1.32 CHF | 40'000 | 25'000 | 40'000 | 25'000 | 51'641 CHF | 32'862 CHF | 96.60% | 96.60% |
05.06.2024 | 2.93% | 1.18 CHF | 1.22 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 14'017 CHF | 14'433 CHF | 99.49% | 99.49% |
04.06.2024 | 2.99% | 1.09 CHF | 1.13 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 13'662 CHF | 14'077 CHF | 100.00% | 100.00% |
03.06.2024 | 1.42% | 1.12 CHF | 1.14 CHF | 50'000 | 25'000 | 49'886 | 47'966 | 59'893 CHF | 58'543 CHF | 98.54% | 98.54% |
31.05.2024 | 1.44% | 1.19 CHF | 1.20 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 58'639 CHF | 59'491 CHF | 97.00% | 97.00% |
30.05.2024 | 1.77% | 1.21 CHF | 1.23 CHF | 50'000 | 50'000 | 42'516 | 42'516 | 48'543 CHF | 49'339 CHF | 93.35% | 93.35% |
29.05.2024 | 2.44% | 1.10 CHF | 1.13 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 26'679 CHF | 27'339 CHF | 96.29% | 96.29% |
28.05.2024 | 1.52% | 1.08 CHF | 1.10 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 55'173 CHF | 56'020 CHF | 100.00% | 100.00% |
27.05.2024 | 1.50% | 1.11 CHF | 1.13 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 56'513 CHF | 57'364 CHF | 100.00% | 100.00% |