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 | 0.36% | 2.84 CHF | 2.85 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 332'967 CHF | 334'167 CHF | 99.98% | 99.98% |
11.06.2024 | 0.37% | 2.69 CHF | 2.70 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 323'002 CHF | 324'202 CHF | 100.00% | 100.00% |
10.06.2024 | 0.37% | 2.71 CHF | 2.72 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 323'502 CHF | 324'702 CHF | 100.00% | 100.00% |
07.06.2024 | 0.37% | 2.72 CHF | 2.73 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 324'085 CHF | 325'285 CHF | 99.99% | 99.99% |
05.06.2024 | 0.37% | 2.70 CHF | 2.71 CHF | 120'000 | 120'000 | 119'977 | 119'977 | 319'845 CHF | 321'045 CHF | 100.00% | 100.00% |
04.06.2024 | 0.38% | 2.60 CHF | 2.61 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 313'891 CHF | 315'091 CHF | 99.96% | 99.96% |
03.06.2024 | 0.37% | 2.65 CHF | 2.66 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 320'211 CHF | 321'411 CHF | 100.00% | 100.00% |
31.05.2024 | 0.38% | 2.62 CHF | 2.63 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 316'331 CHF | 317'531 CHF | 99.70% | 99.70% |
30.05.2024 | 0.38% | 2.62 CHF | 2.63 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 313'361 CHF | 314'561 CHF | 100.00% | 100.00% |
29.05.2024 | 0.38% | 2.63 CHF | 2.64 CHF | 120'000 | 120'000 | 120'000 | 120'000 | 318'145 CHF | 319'345 CHF | 100.00% | 100.00% |