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 | 1.47% | 0.62 CHF | 0.63 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 203'269 CHF | 68'756 CHF | 99.44% | 99.44% |
12.06.2024 | 1.41% | 0.71 CHF | 0.72 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 211'734 CHF | 71'578 CHF | 99.48% | 99.48% |
11.06.2024 | 1.43% | 0.69 CHF | 0.70 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 208'756 CHF | 70'585 CHF | 99.38% | 99.38% |
10.06.2024 | 1.40% | 0.72 CHF | 0.73 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 212'477 CHF | 71'826 CHF | 99.59% | 99.59% |
07.06.2024 | 1.41% | 0.74 CHF | 0.75 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 212'186 CHF | 71'729 CHF | 99.55% | 99.55% |
05.06.2024 | 1.40% | 0.71 CHF | 0.72 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 212'721 CHF | 71'907 CHF | 99.54% | 99.54% |
04.06.2024 | 1.36% | 0.70 CHF | 0.71 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 219'141 CHF | 74'047 CHF | 99.34% | 99.34% |
03.06.2024 | 1.14% | 0.75 CHF | 0.76 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 261'851 CHF | 88'284 CHF | 91.94% | 91.94% |
31.05.2024 | 1.12% | 0.85 CHF | 0.86 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 266'036 CHF | 89'679 CHF | 99.49% | 99.49% |
30.05.2024 | 1.13% | 0.93 CHF | 0.94 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 265'386 CHF | 89'462 CHF | 99.56% | 99.56% |