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 | 0.33% | 3.05 CHF | 3.06 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 1'372'450 CHF | 305'990 CHF | 99.38% | 99.38% |
07.06.2024 | 0.33% | 3.02 CHF | 3.03 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 1'347'260 CHF | 300'392 CHF | 99.15% | 99.15% |
05.06.2024 | 0.35% | 2.91 CHF | 2.92 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 1'284'330 CHF | 286'406 CHF | 99.37% | 99.37% |
04.06.2024 | 0.35% | 2.83 CHF | 2.84 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 1'266'190 CHF | 282'375 CHF | 99.09% | 99.09% |
03.06.2024 | 0.33% | 2.88 CHF | 2.89 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 1'341'850 CHF | 299'189 CHF | 99.37% | 99.37% |
31.05.2024 | 0.34% | 2.88 CHF | 2.89 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 1'336'240 CHF | 297'942 CHF | 99.36% | 99.36% |
30.05.2024 | 0.34% | 2.97 CHF | 2.98 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 1'324'960 CHF | 295'436 CHF | 99.35% | 99.35% |
29.05.2024 | 0.34% | 2.93 CHF | 2.94 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 1'323'850 CHF | 295'189 CHF | 99.38% | 99.38% |
28.05.2024 | 0.33% | 2.98 CHF | 2.99 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 1'368'020 CHF | 305'004 CHF | 99.37% | 99.37% |
27.05.2024 | 0.33% | 3.06 CHF | 3.07 CHF | 450'000 | 100'000 | 450'000 | 100'000 | 1'373'040 CHF | 306'120 CHF | 99.36% | 99.36% |