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 | 1.31% | 1.15 CHF | 1.16 CHF | 155'000 | 155'000 | 71'232 | 71'232 | 83'868 CHF | 84'795 CHF | 100.00% | 100.00% |
14.06.2024 | 1.35% | 1.17 CHF | 1.18 CHF | 160'000 | 160'000 | 54'520 | 54'520 | 62'794 CHF | 63'525 CHF | 100.00% | 100.00% |
13.06.2024 | 1.42% | 1.12 CHF | 1.13 CHF | 155'000 | 155'000 | 69'465 | 69'465 | 76'043 CHF | 76'947 CHF | 99.58% | 99.58% |
12.06.2024 | 1.50% | 1.06 CHF | 1.07 CHF | 155'000 | 155'000 | 67'493 | 67'493 | 69'829 CHF | 70'713 CHF | 99.97% | 99.97% |
11.06.2024 | 1.84% | 1.01 CHF | 1.02 CHF | 150'000 | 150'000 | 66'471 | 66'471 | 65'729 CHF | 66'733 CHF | 100.00% | 100.00% |
10.06.2024 | 1.86% | 0.96 CHF | 0.97 CHF | 145'000 | 145'000 | 65'243 | 65'243 | 62'088 CHF | 63'078 CHF | 99.90% | 99.90% |
07.06.2024 | 1.91% | 0.94 CHF | 0.95 CHF | 145'000 | 145'000 | 64'961 | 64'961 | 60'830 CHF | 61'814 CHF | 100.00% | 100.00% |
05.06.2024 | 1.83% | 0.99 CHF | 1.00 CHF | 150'000 | 150'000 | 67'350 | 67'350 | 66'231 CHF | 67'252 CHF | 100.00% | 100.00% |
04.06.2024 | 1.47% | 1.04 CHF | 1.05 CHF | 150'000 | 150'000 | 67'477 | 67'477 | 69'981 CHF | 70'860 CHF | 99.89% | 99.89% |
03.06.2024 | 1.33% | 1.11 CHF | 1.12 CHF | 155'000 | 155'000 | 68'952 | 68'952 | 78'312 CHF | 79'210 CHF | 100.00% | 100.00% |