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 | 3.23% | 0.34 CHF | 0.35 CHF | 250'000 | 250'000 | 164'726 | 64'094 | 60'012 CHF | 23'310 CHF | 95.41% | 95.41% |
12.06.2024 | 2.84% | 0.38 CHF | 0.39 CHF | 250'000 | 250'000 | 209'740 | 208'918 | 83'241 CHF | 85'273 CHF | 91.24% | 91.24% |
11.06.2024 | 3.48% | 0.40 CHF | 0.41 CHF | 250'000 | 250'000 | 144'625 | 128'413 | 61'659 CHF | 56'435 CHF | 88.85% | 88.85% |
10.06.2024 | 2.36% | 0.43 CHF | 0.44 CHF | 250'000 | 250'000 | 144'324 | 128'072 | 63'587 CHF | 57'742 CHF | 92.00% | 92.00% |
07.06.2024 | 2.58% | 0.44 CHF | 0.45 CHF | 250'000 | 250'000 | 147'909 | 132'203 | 64'396 CHF | 58'997 CHF | 99.44% | 99.44% |
05.06.2024 | 3.86% | 0.37 CHF | 0.38 CHF | 250'000 | 250'000 | 204'382 | 200'151 | 75'961 CHF | 77'218 CHF | 98.70% | 98.70% |
04.06.2024 | 3.12% | 0.37 CHF | 0.38 CHF | 250'000 | 250'000 | 204'377 | 200'181 | 75'231 CHF | 76'005 CHF | 99.55% | 99.55% |
03.06.2024 | 3.58% | 0.37 CHF | 0.38 CHF | 250'000 | 250'000 | 204'683 | 200'180 | 75'918 CHF | 76'915 CHF | 92.97% | 92.97% |
31.05.2024 | 3.19% | 0.35 CHF | 0.36 CHF | 250'000 | 250'000 | 204'402 | 200'208 | 74'047 CHF | 74'871 CHF | 99.54% | 99.54% |
30.05.2024 | 4.36% | 0.36 CHF | 0.37 CHF | 250'000 | 250'000 | 170'948 | 142'446 | 60'924 CHF | 52'790 CHF | 98.94% | 98.94% |