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 | 0.73% | 1.36 CHF | 1.37 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 272'231 CHF | 274'231 CHF | 99.35% | 99.35% |
13.06.2024 | 0.67% | 1.43 CHF | 1.44 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 297'971 CHF | 299'971 CHF | 99.47% | 99.47% |
12.06.2024 | 0.65% | 1.54 CHF | 1.55 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 305'932 CHF | 307'932 CHF | 98.54% | 98.54% |
11.06.2024 | 0.65% | 1.50 CHF | 1.51 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 304'852 CHF | 306'852 CHF | 99.28% | 99.28% |
10.06.2024 | 0.64% | 1.57 CHF | 1.58 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 313'250 CHF | 315'250 CHF | 99.95% | 99.95% |
07.06.2024 | 0.61% | 1.63 CHF | 1.64 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 324'375 CHF | 326'375 CHF | 99.18% | 99.18% |
05.06.2024 | 0.63% | 1.58 CHF | 1.59 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 317'642 CHF | 319'642 CHF | 99.80% | 99.80% |
04.06.2024 | 0.62% | 1.58 CHF | 1.59 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 319'774 CHF | 321'774 CHF | 99.73% | 99.73% |
03.06.2024 | 0.59% | 1.67 CHF | 1.68 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 337'382 CHF | 339'382 CHF | 99.22% | 99.22% |
31.05.2024 | 0.60% | 1.67 CHF | 1.68 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 334'900 CHF | 336'900 CHF | 99.87% | 99.87% |