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 |
---|---|---|---|---|---|---|---|---|---|---|---|
12.06.2024 | 0.15% | 6.62 CHF | 6.63 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 398'515 CHF | 399'115 CHF | 100.00% | 100.00% |
11.06.2024 | 0.15% | 6.59 CHF | 6.60 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 399'333 CHF | 399'933 CHF | 100.00% | 100.00% |
10.06.2024 | 0.15% | 6.71 CHF | 6.72 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 394'936 CHF | 395'536 CHF | 100.00% | 100.00% |
07.06.2024 | 0.16% | 6.42 CHF | 6.43 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 383'986 CHF | 384'586 CHF | 100.00% | 100.00% |
05.06.2024 | 0.16% | 6.42 CHF | 6.43 CHF | 60'000 | 60'000 | 59'978 | 59'978 | 384'838 CHF | 385'438 CHF | 100.00% | 100.00% |
04.06.2024 | 0.15% | 6.52 CHF | 6.53 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 393'639 CHF | 394'239 CHF | 99.99% | 99.99% |
03.06.2024 | 0.16% | 6.55 CHF | 6.56 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 386'493 CHF | 387'093 CHF | 99.99% | 99.99% |
31.05.2024 | 0.16% | 6.33 CHF | 6.34 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 376'234 CHF | 376'834 CHF | 99.81% | 99.81% |
30.05.2024 | 0.17% | 6.21 CHF | 6.22 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 357'010 CHF | 357'610 CHF | 99.99% | 99.99% |
29.05.2024 | 0.17% | 5.98 CHF | 5.99 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 355'442 CHF | 356'042 CHF | 99.51% | 99.51% |