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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.06.2024 | 2.90% | 0.33 CHF | 0.34 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 42'497 CHF | 43'747 CHF | 100.00% | 100.00% |
12.06.2024 | 2.89% | 0.33 CHF | 0.34 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 42'636 CHF | 43'886 CHF | 99.10% | 99.10% |
11.06.2024 | 2.91% | 0.35 CHF | 0.36 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 42'313 CHF | 43'563 CHF | 99.99% | 99.99% |
10.06.2024 | 2.94% | 0.34 CHF | 0.35 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 41'908 CHF | 43'158 CHF | 96.63% | 96.63% |
07.06.2024 | 2.94% | 0.34 CHF | 0.35 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 41'923 CHF | 43'173 CHF | 99.88% | 99.88% |
05.06.2024 | 2.84% | 0.35 CHF | 0.36 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 43'345 CHF | 44'595 CHF | 99.85% | 99.85% |
04.06.2024 | 2.79% | 0.33 CHF | 0.34 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 44'226 CHF | 45'476 CHF | 100.00% | 100.00% |
03.06.2024 | 2.31% | 0.40 CHF | 0.41 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 53'571 CHF | 54'821 CHF | 100.00% | 100.00% |
31.05.2024 | 2.19% | 0.45 CHF | 0.46 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 56'584 CHF | 57'834 CHF | 99.99% | 99.99% |
30.05.2024 | 2.25% | 0.43 CHF | 0.44 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 55'023 CHF | 56'273 CHF | 100.00% | 100.00% |