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 | 1.22% | 0.79 CHF | 0.80 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 56'818 CHF | 20'542 CHF | 99.72% | 99.72% |
14.06.2024 | 1.24% | 0.80 CHF | 0.81 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 56'225 CHF | 20'330 CHF | 100.00% | 100.00% |
13.06.2024 | 1.21% | 0.83 CHF | 0.84 CHF | 70'000 | 25'000 | 68'812 | 25'000 | 56'690 CHF | 20'853 CHF | 99.20% | 99.20% |
12.06.2024 | 1.25% | 0.83 CHF | 0.84 CHF | 70'000 | 25'000 | 70'000 | 24'962 | 56'545 CHF | 20'417 CHF | 90.23% | 90.23% |
11.06.2024 | 1.24% | 0.80 CHF | 0.81 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 56'265 CHF | 20'345 CHF | 97.83% | 97.83% |
10.06.2024 | 1.23% | 0.81 CHF | 0.82 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 56'696 CHF | 20'499 CHF | 77.09% | 77.09% |
07.06.2024 | 1.23% | 0.81 CHF | 0.82 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 56'698 CHF | 20'499 CHF | 86.62% | 86.62% |
05.06.2024 | 1.23% | 0.81 CHF | 0.82 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 56'662 CHF | 20'486 CHF | 99.51% | 99.51% |
04.06.2024 | 1.23% | 0.81 CHF | 0.82 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 56'459 CHF | 20'414 CHF | 100.00% | 100.00% |
03.06.2024 | 1.22% | 0.80 CHF | 0.81 CHF | 70'000 | 25'000 | 69'831 | 25'000 | 56'929 CHF | 20'632 CHF | 100.00% | 100.00% |