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 | 3.35% | 0.29 CHF | 0.30 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 51'392 CHF | 53'142 CHF | 99.89% | 99.89% |
13.06.2024 | 3.09% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 174'704 | 174'704 | 55'773 CHF | 57'521 CHF | 100.00% | 100.00% |
12.06.2024 | 3.11% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 167'900 | 167'900 | 53'086 CHF | 54'765 CHF | 100.00% | 100.00% |
11.06.2024 | 3.15% | 0.30 CHF | 0.31 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 54'862 CHF | 56'612 CHF | 100.00% | 100.00% |
10.06.2024 | 3.06% | 0.32 CHF | 0.33 CHF | 175'000 | 175'000 | 175'000 | 175'000 | 56'375 CHF | 58'125 CHF | 97.80% | 97.80% |
07.06.2024 | 3.01% | 0.33 CHF | 0.34 CHF | 175'000 | 175'000 | 174'477 | 174'477 | 57'037 CHF | 58'782 CHF | 99.78% | 99.78% |
05.06.2024 | 3.13% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 173'126 | 173'126 | 54'468 CHF | 56'199 CHF | 99.85% | 99.85% |
04.06.2024 | 3.51% | 0.28 CHF | 0.29 CHF | 175'000 | 175'000 | 191'414 | 191'414 | 53'619 CHF | 55'533 CHF | 100.00% | 100.00% |
03.06.2024 | 3.41% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 180'697 | 180'697 | 52'054 CHF | 53'861 CHF | 100.00% | 100.00% |
31.05.2024 | 3.39% | 0.29 CHF | 0.30 CHF | 175'000 | 175'000 | 177'050 | 177'050 | 51'346 CHF | 53'117 CHF | 100.00% | 100.00% |