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 | 0.51% | 2.03 CHF | 2.04 CHF | 310'000 | 310'000 | 138'938 | 138'938 | 280'324 CHF | 281'716 CHF | 99.56% | 99.56% |
12.06.2024 | 0.51% | 1.99 CHF | 2.00 CHF | 310'000 | 310'000 | 134'447 | 134'447 | 266'846 CHF | 268'193 CHF | 99.97% | 99.97% |
11.06.2024 | 0.52% | 1.98 CHF | 1.99 CHF | 300'000 | 300'000 | 132'412 | 132'412 | 260'454 CHF | 261'781 CHF | 100.00% | 100.00% |
10.06.2024 | 0.52% | 1.95 CHF | 1.96 CHF | 290'000 | 290'000 | 129'953 | 129'953 | 253'049 CHF | 254'351 CHF | 99.90% | 99.90% |
07.06.2024 | 0.53% | 1.94 CHF | 1.95 CHF | 290'000 | 290'000 | 129'391 | 129'391 | 250'312 CHF | 251'608 CHF | 100.00% | 100.00% |
05.06.2024 | 0.52% | 1.96 CHF | 1.97 CHF | 300'000 | 300'000 | 134'168 | 134'168 | 262'387 CHF | 263'732 CHF | 100.00% | 100.00% |
04.06.2024 | 0.51% | 1.98 CHF | 1.99 CHF | 300'000 | 300'000 | 134'463 | 134'463 | 266'747 CHF | 268'094 CHF | 99.89% | 99.89% |
03.06.2024 | 0.49% | 2.02 CHF | 2.03 CHF | 310'000 | 310'000 | 137'900 | 137'900 | 282'001 CHF | 283'383 CHF | 100.00% | 100.00% |
31.05.2024 | 0.48% | 2.11 CHF | 2.12 CHF | 320'000 | 320'000 | 143'243 | 143'243 | 302'681 CHF | 304'116 CHF | 99.70% | 99.70% |
30.05.2024 | 0.48% | 2.11 CHF | 2.12 CHF | 320'000 | 320'000 | 143'494 | 143'494 | 304'380 CHF | 305'818 CHF | 99.51% | 99.51% |