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 | 1.45% | 0.67 CHF | 0.68 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 204'891 CHF | 69'297 CHF | 99.41% | 99.41% |
12.06.2024 | 1.37% | 0.71 CHF | 0.72 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 218'059 CHF | 73'686 CHF | 99.39% | 99.39% |
11.06.2024 | 1.41% | 0.71 CHF | 0.72 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 211'364 CHF | 71'455 CHF | 98.28% | 98.28% |
10.06.2024 | 1.42% | 0.69 CHF | 0.70 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 209'214 CHF | 70'738 CHF | 99.41% | 99.41% |
07.06.2024 | 1.46% | 0.69 CHF | 0.70 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 203'375 CHF | 68'792 CHF | 98.54% | 98.54% |
05.06.2024 | 1.48% | 0.69 CHF | 0.70 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 200'709 CHF | 67'903 CHF | 99.34% | 99.34% |
04.06.2024 | 1.44% | 0.65 CHF | 0.66 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 207'081 CHF | 70'027 CHF | 99.31% | 99.31% |
03.06.2024 | 1.37% | 0.67 CHF | 0.68 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 217'239 CHF | 73'413 CHF | 97.80% | 97.80% |
31.05.2024 | 1.50% | 0.66 CHF | 0.67 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 198'456 CHF | 67'152 CHF | 99.30% | 99.30% |
30.05.2024 | 1.48% | 0.67 CHF | 0.68 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 201'291 CHF | 68'097 CHF | 98.71% | 98.71% |