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 | 2.17% | 0.71 CHF | 0.72 CHF | 220'000 | 220'000 | 105'321 | 105'321 | 74'354 CHF | 75'798 CHF | 100.00% | 100.00% |
14.06.2024 | 2.18% | 0.70 CHF | 0.71 CHF | 220'000 | 220'000 | 107'046 | 107'046 | 75'416 CHF | 76'893 CHF | 100.00% | 100.00% |
13.06.2024 | 2.10% | 0.71 CHF | 0.72 CHF | 220'000 | 220'000 | 107'512 | 107'512 | 77'666 CHF | 79'153 CHF | 99.88% | 99.88% |
12.06.2024 | 1.31% | 0.76 CHF | 0.77 CHF | 220'000 | 220'000 | 106'885 | 106'885 | 82'766 CHF | 83'836 CHF | 100.00% | 100.00% |
11.06.2024 | 1.35% | 0.76 CHF | 0.77 CHF | 220'000 | 220'000 | 107'455 | 107'455 | 80'995 CHF | 82'071 CHF | 100.00% | 100.00% |
10.06.2024 | 1.36% | 0.73 CHF | 0.74 CHF | 220'000 | 220'000 | 107'404 | 107'404 | 79'597 CHF | 80'672 CHF | 99.90% | 99.90% |
07.06.2024 | 1.40% | 0.74 CHF | 0.75 CHF | 220'000 | 220'000 | 107'466 | 107'466 | 78'092 CHF | 79'168 CHF | 99.99% | 99.99% |
05.06.2024 | 1.42% | 0.74 CHF | 0.75 CHF | 220'000 | 220'000 | 107'385 | 107'385 | 77'117 CHF | 78'193 CHF | 100.00% | 100.00% |
04.06.2024 | 1.38% | 0.70 CHF | 0.71 CHF | 220'000 | 220'000 | 102'580 | 102'580 | 74'344 CHF | 75'372 CHF | 100.00% | 100.00% |
03.06.2024 | 1.31% | 0.72 CHF | 0.73 CHF | 220'000 | 220'000 | 105'458 | 105'458 | 80'122 CHF | 81'178 CHF | 100.00% | 100.00% |