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 | 1.95% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 103'796 | 103'796 | 52'649 CHF | 53'687 CHF | 99.90% | 99.90% |
13.06.2024 | 2.28% | 0.47 CHF | 0.48 CHF | 125'000 | 125'000 | 125'132 | 125'132 | 54'417 CHF | 55'668 CHF | 100.00% | 100.00% |
12.06.2024 | 2.45% | 0.38 CHF | 0.39 CHF | 150'000 | 150'000 | 134'149 | 134'149 | 54'108 CHF | 55'449 CHF | 100.00% | 100.00% |
11.06.2024 | 2.56% | 0.42 CHF | 0.43 CHF | 125'000 | 125'000 | 140'823 | 140'823 | 54'337 CHF | 55'745 CHF | 100.00% | 100.00% |
10.06.2024 | 2.91% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 159'615 | 159'615 | 53'980 CHF | 55'576 CHF | 97.72% | 97.72% |
07.06.2024 | 4.84% | 0.22 CHF | 0.23 CHF | 250'000 | 250'000 | 259'932 | 259'932 | 52'389 CHF | 54'988 CHF | 99.78% | 99.78% |
05.06.2024 | 5.33% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 292'540 | 292'540 | 53'427 CHF | 56'353 CHF | 99.85% | 99.85% |
04.06.2024 | 5.29% | 0.18 CHF | 0.19 CHF | 300'000 | 300'000 | 289'111 | 289'111 | 53'181 CHF | 56'072 CHF | 100.00% | 100.00% |
03.06.2024 | 5.97% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 318'682 | 318'682 | 51'758 CHF | 54'944 CHF | 100.00% | 100.00% |
31.05.2024 | 5.61% | 0.17 CHF | 0.18 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 51'993 CHF | 54'993 CHF | 100.00% | 100.00% |