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 |
---|---|---|---|---|---|---|---|---|---|---|---|
05.06.2024 | 1.43% | 0.70 CHF | 0.71 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 69'547 CHF | 70'547 CHF | 98.87% | 98.87% |
04.06.2024 | 1.37% | 0.73 CHF | 0.74 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 72'687 CHF | 73'687 CHF | 100.00% | 100.00% |
03.06.2024 | 1.36% | 0.73 CHF | 0.74 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 73'142 CHF | 74'142 CHF | 97.50% | 97.50% |
31.05.2024 | 1.30% | 0.73 CHF | 0.74 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 76'392 CHF | 77'392 CHF | 97.87% | 97.87% |
30.05.2024 | 1.30% | 0.77 CHF | 0.78 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 76'184 CHF | 77'184 CHF | 99.11% | 99.11% |
29.05.2024 | 1.38% | 0.75 CHF | 0.76 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 72'260 CHF | 73'260 CHF | 96.81% | 96.81% |
28.05.2024 | 1.49% | 0.67 CHF | 0.68 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 66'509 CHF | 67'509 CHF | 99.38% | 99.38% |
27.05.2024 | 1.59% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 62'567 CHF | 63'567 CHF | 97.50% | 97.50% |
24.05.2024 | 1.64% | 0.60 CHF | 0.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 60'676 CHF | 61'676 CHF | 97.72% | 97.72% |
23.05.2024 | 1.56% | 0.64 CHF | 0.65 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 63'642 CHF | 64'642 CHF | 98.55% | 98.55% |