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 | 0.94% | 1.00 CHF | 1.01 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 476'008 CHF | 160'169 CHF | 99.22% | 99.22% |
12.06.2024 | 0.94% | 1.08 CHF | 1.09 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 476'824 CHF | 160'441 CHF | 99.18% | 99.18% |
11.06.2024 | 0.94% | 1.06 CHF | 1.07 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 474'100 CHF | 159'533 CHF | 86.57% | 86.57% |
10.06.2024 | 0.97% | 1.04 CHF | 1.05 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 461'919 CHF | 155'473 CHF | 99.24% | 99.24% |
07.06.2024 | 0.96% | 1.01 CHF | 1.02 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 465'120 CHF | 156'540 CHF | 98.41% | 98.41% |
05.06.2024 | 0.96% | 1.02 CHF | 1.03 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 467'112 CHF | 157'204 CHF | 99.20% | 99.20% |
04.06.2024 | 0.98% | 1.03 CHF | 1.04 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 457'207 CHF | 153'902 CHF | 99.22% | 99.22% |
03.06.2024 | 0.98% | 1.02 CHF | 1.03 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 459'294 CHF | 154'598 CHF | 98.14% | 98.14% |
31.05.2024 | 0.98% | 0.99 CHF | 1.00 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 457'785 CHF | 154'095 CHF | 99.23% | 99.23% |
30.05.2024 | 0.96% | 1.05 CHF | 1.06 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 468'209 CHF | 157'570 CHF | 99.07% | 99.07% |