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 | 1.16% | 0.80 CHF | 0.81 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 171'041 CHF | 173'041 CHF | 100.00% | 100.00% |
12.06.2024 | 1.11% | 0.90 CHF | 0.91 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 179'364 CHF | 181'364 CHF | 99.09% | 99.09% |
11.06.2024 | 1.12% | 0.87 CHF | 0.88 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 178'206 CHF | 180'206 CHF | 99.58% | 99.58% |
10.06.2024 | 1.07% | 0.93 CHF | 0.94 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 186'773 CHF | 188'773 CHF | 100.00% | 100.00% |
07.06.2024 | 1.01% | 0.99 CHF | 1.00 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 197'029 CHF | 199'029 CHF | 100.00% | 100.00% |
05.06.2024 | 1.05% | 0.94 CHF | 0.95 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 190'084 CHF | 192'084 CHF | 99.89% | 99.89% |
04.06.2024 | 1.04% | 0.95 CHF | 0.96 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 192'111 CHF | 194'111 CHF | 100.00% | 100.00% |
03.06.2024 | 0.95% | 1.03 CHF | 1.04 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 208'857 CHF | 210'857 CHF | 100.00% | 100.00% |
31.05.2024 | 0.97% | 1.03 CHF | 1.04 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 205'972 CHF | 207'972 CHF | 100.00% | 100.00% |
30.05.2024 | 0.98% | 1.02 CHF | 1.03 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 203'104 CHF | 205'104 CHF | 99.30% | 99.30% |