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 | 1.04% | 0.99 CHF | 1.00 CHF | 320'000 | 320'000 | 109'043 | 109'043 | 106'965 CHF | 108'058 CHF | 100.00% | 100.00% |
13.06.2024 | 1.07% | 0.97 CHF | 0.98 CHF | 310'000 | 310'000 | 138'943 | 138'943 | 132'390 CHF | 133'782 CHF | 99.56% | 99.56% |
12.06.2024 | 1.10% | 0.93 CHF | 0.94 CHF | 310'000 | 310'000 | 134'458 | 134'458 | 123'875 CHF | 125'222 CHF | 99.97% | 99.97% |
11.06.2024 | 1.14% | 0.91 CHF | 0.92 CHF | 300'000 | 300'000 | 132'356 | 132'356 | 119'345 CHF | 120'671 CHF | 100.00% | 100.00% |
10.06.2024 | 1.14% | 0.89 CHF | 0.90 CHF | 290'000 | 290'000 | 129'954 | 129'954 | 114'729 CHF | 116'031 CHF | 99.90% | 99.90% |
07.06.2024 | 1.17% | 0.88 CHF | 0.89 CHF | 290'000 | 290'000 | 129'399 | 129'399 | 112'865 CHF | 114'161 CHF | 100.00% | 100.00% |
05.06.2024 | 1.14% | 0.90 CHF | 0.91 CHF | 300'000 | 300'000 | 134'171 | 134'171 | 120'059 CHF | 121'403 CHF | 100.00% | 100.00% |
04.06.2024 | 1.09% | 0.92 CHF | 0.93 CHF | 300'000 | 300'000 | 134'465 | 134'465 | 124'152 CHF | 125'499 CHF | 99.89% | 99.89% |
03.06.2024 | 1.03% | 0.96 CHF | 0.97 CHF | 310'000 | 310'000 | 137'904 | 137'904 | 134'574 CHF | 135'956 CHF | 100.00% | 100.00% |
31.05.2024 | 0.97% | 1.04 CHF | 1.05 CHF | 320'000 | 320'000 | 143'250 | 143'250 | 149'020 CHF | 150'455 CHF | 99.70% | 99.70% |