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 | 2.57% | 0.39 CHF | 0.40 CHF | 150'000 | 150'000 | 149'476 | 149'476 | 57'334 CHF | 58'829 CHF | 99.30% | 99.30% |
13.06.2024 | 2.70% | 0.37 CHF | 0.38 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 54'818 CHF | 56'318 CHF | 99.38% | 99.38% |
12.06.2024 | 2.82% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 150'262 | 150'262 | 52'632 CHF | 54'135 CHF | 99.39% | 99.39% |
11.06.2024 | 2.93% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 162'083 | 162'083 | 54'471 CHF | 56'092 CHF | 99.38% | 99.38% |
10.06.2024 | 3.02% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 57'084 CHF | 58'834 CHF | 97.18% | 97.18% |
07.06.2024 | 3.05% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 56'551 CHF | 58'301 CHF | 99.15% | 99.15% |
05.06.2024 | 2.71% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 54'541 CHF | 56'041 CHF | 99.22% | 99.22% |
04.06.2024 | 2.64% | 0.38 CHF | 0.39 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 56'164 CHF | 57'664 CHF | 99.39% | 99.39% |
03.06.2024 | 2.62% | 0.38 CHF | 0.39 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 56'606 CHF | 58'106 CHF | 99.36% | 99.36% |
31.05.2024 | 2.56% | 0.39 CHF | 0.40 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 57'847 CHF | 59'347 CHF | 99.38% | 99.38% |