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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.06.2024 | 1.44% | 0.94 CHF | 0.95 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 91'898 CHF | 93'229 CHF | 99.79% | 99.79% |
14.06.2024 | 1.56% | 0.91 CHF | 0.92 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 63'248 CHF | 64'238 CHF | 100.00% | 100.00% |
13.06.2024 | 1.81% | 0.75 CHF | 0.77 CHF | 75'000 | 75'000 | 75'177 | 75'000 | 56'969 CHF | 57'881 CHF | 99.18% | 99.18% |
12.06.2024 | 2.39% | 0.57 CHF | 0.58 CHF | 90'000 | 75'000 | 87'699 | 74'436 | 52'699 CHF | 45'929 CHF | 95.44% | 95.44% |
11.06.2024 | 2.15% | 0.65 CHF | 0.66 CHF | 80'000 | 75'000 | 84'230 | 75'000 | 52'074 CHF | 47'457 CHF | 100.00% | 100.00% |
10.06.2024 | 2.29% | 0.61 CHF | 0.63 CHF | 90'000 | 75'000 | 89'818 | 75'000 | 54'112 CHF | 46'234 CHF | 99.61% | 99.61% |
07.06.2024 | 2.36% | 0.59 CHF | 0.60 CHF | 90'000 | 75'000 | 90'418 | 75'000 | 51'889 CHF | 44'083 CHF | 99.19% | 99.19% |
05.06.2024 | 2.22% | 0.56 CHF | 0.57 CHF | 90'000 | 75'000 | 90'000 | 75'000 | 53'002 CHF | 45'159 CHF | 99.61% | 99.61% |
04.06.2024 | 2.18% | 0.63 CHF | 0.64 CHF | 80'000 | 75'000 | 83'317 | 75'000 | 52'843 CHF | 48'668 CHF | 100.00% | 100.00% |
03.06.2024 | 2.63% | 0.61 CHF | 0.62 CHF | 90'000 | 75'000 | 93'010 | 75'000 | 51'818 CHF | 42'978 CHF | 100.00% | 100.00% |