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 | 1.89% | 1.09 CHF | 1.11 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 26'250 CHF | 26'750 CHF | 98.99% | 98.99% |
12.06.2024 | 2.47% | 0.83 CHF | 0.85 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 19'985 CHF | 20'485 CHF | 98.51% | 98.51% |
11.06.2024 | 2.57% | 0.76 CHF | 0.78 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 19'217 CHF | 19'717 CHF | 97.12% | 97.12% |
10.06.2024 | 2.63% | 0.70 CHF | 0.72 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 18'813 CHF | 19'313 CHF | 99.08% | 99.08% |
07.06.2024 | 2.80% | 0.70 CHF | 0.72 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 17'601 CHF | 18'101 CHF | 99.48% | 99.48% |
05.06.2024 | 3.06% | 0.66 CHF | 0.68 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 16'082 CHF | 16'582 CHF | 87.68% | 87.68% |
04.06.2024 | 2.97% | 0.65 CHF | 0.67 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 16'580 CHF | 17'080 CHF | 99.55% | 99.55% |
03.06.2024 | 3.29% | 0.62 CHF | 0.64 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 14'950 CHF | 15'450 CHF | 94.44% | 94.44% |
31.05.2024 | 3.06% | 0.64 CHF | 0.66 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 16'073 CHF | 16'573 CHF | 99.33% | 99.33% |
30.05.2024 | 2.90% | 0.64 CHF | 0.66 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 16'995 CHF | 17'495 CHF | 2.06% | 2.06% |