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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.06.2024 | 2.34% | 0.40 CHF | 0.41 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 52'885 CHF | 54'135 CHF | 100.00% | 100.00% |
13.06.2024 | 2.19% | 0.44 CHF | 0.45 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 56'347 CHF | 57'597 CHF | 100.00% | 100.00% |
12.06.2024 | 2.26% | 0.40 CHF | 0.41 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 55'003 CHF | 56'253 CHF | 97.99% | 97.99% |
11.06.2024 | 2.13% | 0.48 CHF | 0.49 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 58'061 CHF | 59'311 CHF | 100.00% | 100.00% |
10.06.2024 | 2.15% | 0.46 CHF | 0.47 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 57'458 CHF | 58'708 CHF | 96.66% | 96.66% |
07.06.2024 | 2.42% | 0.45 CHF | 0.46 CHF | 125'000 | 125'000 | 140'865 | 140'865 | 57'406 CHF | 58'814 CHF | 99.87% | 99.87% |
05.06.2024 | 2.40% | 0.43 CHF | 0.44 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 51'580 CHF | 52'830 CHF | 99.85% | 99.85% |
04.06.2024 | 2.36% | 0.39 CHF | 0.40 CHF | 125'000 | 125'000 | 125'270 | 125'270 | 52'604 CHF | 53'856 CHF | 100.00% | 100.00% |
03.06.2024 | 2.00% | 0.45 CHF | 0.46 CHF | 125'000 | 125'000 | 109'092 | 109'093 | 53'886 CHF | 54'977 CHF | 100.00% | 100.00% |
31.05.2024 | 1.88% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 100'781 | 100'781 | 53'248 CHF | 54'255 CHF | 99.99% | 99.99% |