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 | 0.33% | 4.80 CHF | 4.82 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 482'992 CHF | 484'591 CHF | 94.28% | 94.28% |
13.06.2024 | 0.32% | 4.90 CHF | 4.92 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 496'906 CHF | 498'509 CHF | 98.08% | 98.08% |
12.06.2024 | 0.32% | 5.07 CHF | 5.08 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 498'599 CHF | 500'196 CHF | 94.57% | 94.57% |
11.06.2024 | 0.33% | 4.87 CHF | 4.88 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 491'653 CHF | 493'259 CHF | 99.21% | 99.21% |
10.06.2024 | 0.32% | 4.98 CHF | 4.99 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 503'376 CHF | 504'980 CHF | 97.77% | 97.77% |
07.06.2024 | 0.31% | 5.29 CHF | 5.31 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 524'632 CHF | 526'246 CHF | 99.06% | 99.06% |
05.06.2024 | 0.32% | 5.06 CHF | 5.07 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 499'389 CHF | 501'006 CHF | 98.78% | 98.78% |
04.06.2024 | 0.33% | 4.78 CHF | 4.79 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 479'664 CHF | 481'262 CHF | 99.94% | 99.94% |
03.06.2024 | 0.33% | 4.74 CHF | 4.76 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 961'866 CHF | 965'078 CHF | 99.46% | 99.46% |
31.05.2024 | 0.34% | 4.79 CHF | 4.80 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 934'539 CHF | 937'746 CHF | 96.49% | 96.49% |