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 | 0.96% | 1.05 CHF | 1.06 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 260'358 CHF | 105'143 CHF | 99.16% | 99.16% |
13.06.2024 | 0.98% | 1.02 CHF | 1.03 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 254'885 CHF | 102'954 CHF | 99.17% | 99.17% |
12.06.2024 | 1.00% | 1.00 CHF | 1.01 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 248'016 CHF | 100'206 CHF | 99.16% | 99.16% |
11.06.2024 | 1.04% | 0.98 CHF | 0.99 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 239'616 CHF | 96'846 CHF | 99.16% | 99.16% |
10.06.2024 | 1.08% | 0.92 CHF | 0.93 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 230'591 CHF | 93'236 CHF | 99.16% | 99.16% |
07.06.2024 | 1.09% | 0.91 CHF | 0.92 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 227'753 CHF | 92'101 CHF | 99.16% | 99.16% |
05.06.2024 | 1.10% | 0.91 CHF | 0.92 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 226'151 CHF | 91'461 CHF | 99.17% | 99.17% |
04.06.2024 | 1.13% | 0.90 CHF | 0.91 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 220'424 CHF | 89'170 CHF | 99.16% | 99.16% |
03.06.2024 | 1.14% | 0.86 CHF | 0.87 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 218'148 CHF | 88'259 CHF | 99.16% | 99.16% |
31.05.2024 | 1.28% | 0.78 CHF | 0.79 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 194'246 CHF | 78'698 CHF | 97.54% | 97.54% |