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 | 1.37% | 0.76 CHF | 0.77 CHF | 420'000 | 420'000 | 186'170 | 186'170 | 138'698 CHF | 140'563 CHF | 99.88% | 99.88% |
12.06.2024 | 1.38% | 0.73 CHF | 0.74 CHF | 415'000 | 415'000 | 185'777 | 185'777 | 136'471 CHF | 138'332 CHF | 100.00% | 100.00% |
11.06.2024 | 1.41% | 0.72 CHF | 0.73 CHF | 410'000 | 410'000 | 183'044 | 183'044 | 131'167 CHF | 133'001 CHF | 100.00% | 100.00% |
10.06.2024 | 1.38% | 0.73 CHF | 0.74 CHF | 410'000 | 410'000 | 185'000 | 185'000 | 135'684 CHF | 137'537 CHF | 100.00% | 100.00% |
07.06.2024 | 1.39% | 0.73 CHF | 0.74 CHF | 410'000 | 410'000 | 184'951 | 184'951 | 134'947 CHF | 136'800 CHF | 100.00% | 100.00% |
05.06.2024 | 1.45% | 0.72 CHF | 0.73 CHF | 410'000 | 410'000 | 183'489 | 183'489 | 129'961 CHF | 131'799 CHF | 100.00% | 100.00% |
04.06.2024 | 1.43% | 0.71 CHF | 0.72 CHF | 410'000 | 410'000 | 183'736 | 183'736 | 130'456 CHF | 132'297 CHF | 100.00% | 100.00% |
03.06.2024 | 1.47% | 0.70 CHF | 0.71 CHF | 405'000 | 405'000 | 180'003 | 180'003 | 125'174 CHF | 126'977 CHF | 100.00% | 100.00% |
31.05.2024 | 1.39% | 0.70 CHF | 0.71 CHF | 400'000 | 400'000 | 182'060 | 182'060 | 131'570 CHF | 133'395 CHF | 98.35% | 98.35% |
30.05.2024 | 1.35% | 0.73 CHF | 0.74 CHF | 410'000 | 410'000 | 183'485 | 183'485 | 136'397 CHF | 138'235 CHF | 100.00% | 100.00% |