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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.06.2024 | 4.28% | 0.23 CHF | 0.24 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 68'713 CHF | 23'905 CHF | 99.39% | 99.39% |
13.06.2024 | 3.87% | 0.24 CHF | 0.25 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 76'126 CHF | 26'375 CHF | 99.41% | 99.41% |
12.06.2024 | 3.29% | 0.29 CHF | 0.30 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 89'890 CHF | 30'963 CHF | 99.40% | 99.40% |
11.06.2024 | 3.55% | 0.28 CHF | 0.29 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 82'978 CHF | 28'659 CHF | 98.28% | 98.28% |
10.06.2024 | 3.65% | 0.26 CHF | 0.27 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 80'872 CHF | 27'957 CHF | 99.41% | 99.41% |
07.06.2024 | 3.89% | 0.26 CHF | 0.27 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 75'633 CHF | 26'211 CHF | 98.53% | 98.53% |
05.06.2024 | 4.05% | 0.27 CHF | 0.28 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 72'687 CHF | 25'229 CHF | 99.34% | 99.34% |
04.06.2024 | 3.74% | 0.23 CHF | 0.24 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 79'253 CHF | 27'418 CHF | 99.30% | 99.30% |
03.06.2024 | 3.36% | 0.25 CHF | 0.26 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 88'225 CHF | 30'408 CHF | 97.77% | 97.77% |
31.05.2024 | 4.26% | 0.23 CHF | 0.24 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 69'055 CHF | 24'018 CHF | 99.30% | 99.30% |