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 | 0.34% | 2.97 CHF | 2.98 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 589'444 CHF | 591'444 CHF | 99.72% | 99.72% |
12.06.2024 | 0.34% | 2.92 CHF | 2.93 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 589'162 CHF | 591'162 CHF | 94.54% | 94.54% |
11.06.2024 | 0.34% | 2.97 CHF | 2.98 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 592'031 CHF | 594'031 CHF | 99.81% | 99.81% |
10.06.2024 | 0.34% | 2.97 CHF | 2.98 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 584'376 CHF | 586'376 CHF | 96.74% | 96.74% |
07.06.2024 | 0.35% | 2.93 CHF | 2.94 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 578'279 CHF | 580'279 CHF | 87.80% | 87.80% |
05.06.2024 | 0.35% | 2.87 CHF | 2.88 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 576'400 CHF | 578'400 CHF | 99.80% | 99.80% |
04.06.2024 | 0.34% | 2.90 CHF | 2.91 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 581'179 CHF | 583'179 CHF | 100.00% | 100.00% |
03.06.2024 | 0.34% | 2.90 CHF | 2.91 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 586'758 CHF | 588'758 CHF | 100.00% | 100.00% |
31.05.2024 | 0.35% | 2.93 CHF | 2.94 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 576'374 CHF | 578'374 CHF | 100.00% | 100.00% |
30.05.2024 | 0.35% | 2.87 CHF | 2.88 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 577'227 CHF | 579'227 CHF | 100.00% | 100.00% |