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 | 0.94% | 1.10 CHF | 1.11 CHF | 220'000 | 220'000 | 98'404 | 98'404 | 106'712 CHF | 107'698 CHF | 100.00% | 100.00% |
07.06.2024 | 0.93% | 1.09 CHF | 1.10 CHF | 220'000 | 220'000 | 98'484 | 98'484 | 107'738 CHF | 108'724 CHF | 100.00% | 100.00% |
05.06.2024 | 0.93% | 1.12 CHF | 1.13 CHF | 220'000 | 220'000 | 98'430 | 98'430 | 107'878 CHF | 108'865 CHF | 99.99% | 99.99% |
04.06.2024 | 0.96% | 1.05 CHF | 1.06 CHF | 220'000 | 220'000 | 98'440 | 98'440 | 104'217 CHF | 105'203 CHF | 100.00% | 100.00% |
03.06.2024 | 1.44% | 1.05 CHF | 1.06 CHF | 220'000 | 220'000 | 92'339 | 92'339 | 99'616 CHF | 100'849 CHF | 95.21% | 95.21% |
31.05.2024 | 1.52% | 1.04 CHF | 1.05 CHF | 220'000 | 220'000 | 97'832 | 97'832 | 102'267 CHF | 103'551 CHF | 97.40% | 97.40% |
30.05.2024 | 1.41% | 1.13 CHF | 1.14 CHF | 200'000 | 200'000 | 92'549 | 92'549 | 102'372 CHF | 103'592 CHF | 100.00% | 100.00% |
29.05.2024 | 0.92% | 1.11 CHF | 1.12 CHF | 200'000 | 200'000 | 89'636 | 89'636 | 99'022 CHF | 99'920 CHF | 99.36% | 99.36% |
28.05.2024 | 0.83% | 1.18 CHF | 1.19 CHF | 200'000 | 200'000 | 89'571 | 89'571 | 108'035 CHF | 108'933 CHF | 99.81% | 99.81% |
27.05.2024 | 0.81% | 1.24 CHF | 1.25 CHF | 80'000 | 80'000 | 63'879 | 63'879 | 79'048 CHF | 79'687 CHF | 99.07% | 99.07% |