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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10.06.2024 | - | 0.44 CHF | - CHF | 600'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.11% |
07.06.2024 | 3.08% | 0.35 CHF | 0.33 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 192'000 CHF | 66'000 CHF | 0.02% | 99.39% |
05.06.2024 | 3.23% | 0.31 CHF | 0.32 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 182'620 CHF | 62'873 CHF | 61.09% | 94.48% |
04.06.2024 | 3.05% | 0.32 CHF | 0.33 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 193'581 CHF | 66'527 CHF | 89.95% | 99.23% |
03.06.2024 | 3.19% | 0.34 CHF | 0.35 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 185'243 CHF | 63'748 CHF | 37.63% | 90.76% |
31.05.2024 | 4.52% | 0.25 CHF | 0.26 CHF | 600'000 | 200'000 | 640'432 | 213'477 | 138'385 CHF | 48'263 CHF | 97.59% | 97.59% |
30.05.2024 | 5.42% | 0.20 CHF | 0.21 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 134'988 CHF | 47'496 CHF | 99.34% | 99.34% |
29.05.2024 | 5.19% | 0.19 CHF | 0.20 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 140'827 CHF | 49'442 CHF | 98.33% | 98.33% |
28.05.2024 | 3.97% | 0.22 CHF | 0.23 CHF | 600'000 | 200'000 | 604'165 | 201'388 | 149'569 CHF | 51'870 CHF | 99.34% | 99.34% |
27.05.2024 | 3.77% | 0.26 CHF | 0.27 CHF | 600'000 | 200'000 | 600'000 | 200'000 | 155'982 CHF | 53'994 CHF | 98.66% | 98.66% |