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 | 1.12% | 0.83 CHF | 0.84 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 398'456 CHF | 134'319 CHF | 99.23% | 99.23% |
12.06.2024 | 1.12% | 0.90 CHF | 0.91 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 400'071 CHF | 134'857 CHF | 99.23% | 99.23% |
11.06.2024 | 1.13% | 0.89 CHF | 0.90 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 396'423 CHF | 133'641 CHF | 86.64% | 86.64% |
10.06.2024 | 1.16% | 0.86 CHF | 0.87 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 384'164 CHF | 129'555 CHF | 99.23% | 99.23% |
07.06.2024 | 1.15% | 0.84 CHF | 0.85 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 387'658 CHF | 130'719 CHF | 98.41% | 98.41% |
05.06.2024 | 1.15% | 0.85 CHF | 0.86 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 390'340 CHF | 131'613 CHF | 99.19% | 99.19% |
04.06.2024 | 1.18% | 0.86 CHF | 0.87 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 380'421 CHF | 128'307 CHF | 99.23% | 99.23% |
03.06.2024 | 1.17% | 0.84 CHF | 0.85 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 381'848 CHF | 128'783 CHF | 98.12% | 98.12% |
31.05.2024 | 1.18% | 0.82 CHF | 0.83 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 379'963 CHF | 128'154 CHF | 99.23% | 99.23% |
30.05.2024 | 1.15% | 0.87 CHF | 0.88 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 389'907 CHF | 131'469 CHF | 99.10% | 99.10% |