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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.06.2024 | 3.57% | 0.31 CHF | 0.32 CHF | 250'000 | 250'000 | 172'523 | 64'130 | 57'919 CHF | 21'540 CHF | 95.47% | 95.47% |
12.06.2024 | 3.81% | 0.35 CHF | 0.36 CHF | 250'000 | 250'000 | 209'982 | 208'872 | 77'131 CHF | 79'653 CHF | 91.34% | 91.34% |
11.06.2024 | 3.59% | 0.37 CHF | 0.38 CHF | 250'000 | 250'000 | 152'712 | 128'390 | 60'749 CHF | 52'659 CHF | 88.93% | 88.93% |
10.06.2024 | 2.54% | 0.41 CHF | 0.42 CHF | 250'000 | 250'000 | 150'817 | 128'052 | 62'000 CHF | 53'974 CHF | 92.06% | 92.06% |
07.06.2024 | 2.55% | 0.41 CHF | 0.42 CHF | 250'000 | 250'000 | 155'719 | 132'148 | 63'334 CHF | 55'084 CHF | 99.61% | 99.61% |
05.06.2024 | 3.74% | 0.34 CHF | 0.35 CHF | 250'000 | 250'000 | 205'466 | 200'168 | 70'690 CHF | 71'408 CHF | 98.88% | 98.88% |
04.06.2024 | 3.54% | 0.34 CHF | 0.35 CHF | 250'000 | 250'000 | 205'404 | 200'144 | 69'777 CHF | 70'345 CHF | 99.62% | 99.62% |
03.06.2024 | 3.69% | 0.34 CHF | 0.35 CHF | 250'000 | 250'000 | 205'785 | 200'143 | 70'508 CHF | 71'077 CHF | 93.04% | 93.04% |
31.05.2024 | 3.85% | 0.32 CHF | 0.33 CHF | 250'000 | 250'000 | 206'473 | 200'171 | 68'659 CHF | 69'112 CHF | 99.61% | 99.61% |
30.05.2024 | 4.98% | 0.33 CHF | 0.34 CHF | 250'000 | 250'000 | 183'410 | 142'469 | 59'950 CHF | 48'679 CHF | 99.00% | 99.00% |