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 | 0.63% | 1.43 CHF | 1.44 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 31'826 CHF | 32'026 CHF | 100.00% | 100.00% |
13.06.2024 | 0.55% | 1.81 CHF | 1.82 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 27'310 CHF | 27'462 CHF | 100.00% | 100.00% |
12.06.2024 | 0.52% | 1.98 CHF | 1.99 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 38'278 CHF | 38'478 CHF | 100.00% | 100.00% |
11.06.2024 | 0.53% | 1.87 CHF | 1.88 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 37'666 CHF | 37'866 CHF | 100.00% | 100.00% |
10.06.2024 | 0.53% | 1.89 CHF | 1.90 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 28'469 CHF | 28'621 CHF | 100.00% | 100.00% |
07.06.2024 | 0.51% | 1.99 CHF | 2.00 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 30'331 CHF | 30'487 CHF | 100.00% | 100.00% |
05.06.2024 | 0.50% | 2.04 CHF | 2.05 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 39'781 CHF | 39'981 CHF | 100.00% | 100.00% |
04.06.2024 | 0.52% | 1.91 CHF | 1.92 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 38'683 CHF | 38'883 CHF | 100.00% | 100.00% |
03.06.2024 | 0.55% | 1.84 CHF | 1.85 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 36'233 CHF | 36'433 CHF | 100.00% | 100.00% |
31.05.2024 | 0.56% | 1.87 CHF | 1.88 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 35'437 CHF | 35'637 CHF | 100.00% | 100.00% |