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 | 0.37% | 2.68 CHF | 2.69 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 136'582 CHF | 137'082 CHF | 99.29% | 99.29% |
13.06.2024 | 0.35% | 2.74 CHF | 2.75 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 141'141 CHF | 141'641 CHF | 99.39% | 99.39% |
12.06.2024 | 0.35% | 2.90 CHF | 2.91 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 142'377 CHF | 142'877 CHF | 99.39% | 99.39% |
11.06.2024 | 0.36% | 2.72 CHF | 2.73 CHF | 50'000 | 50'000 | 50'000 | 49'999 | 138'660 CHF | 139'158 CHF | 99.39% | 99.39% |
10.06.2024 | 0.37% | 2.75 CHF | 2.76 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 135'566 CHF | 136'066 CHF | 97.21% | 97.21% |
07.06.2024 | 0.37% | 2.69 CHF | 2.70 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 134'475 CHF | 134'975 CHF | 99.19% | 99.19% |
05.06.2024 | 0.34% | 2.89 CHF | 2.90 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 144'817 CHF | 145'317 CHF | 99.24% | 99.24% |
04.06.2024 | 0.34% | 2.88 CHF | 2.89 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 146'094 CHF | 146'594 CHF | 99.39% | 99.39% |
03.06.2024 | 0.32% | 3.20 CHF | 3.21 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 157'399 CHF | 157'899 CHF | 99.38% | 99.38% |
31.05.2024 | 0.31% | 3.11 CHF | 3.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 161'662 CHF | 162'162 CHF | 99.39% | 99.39% |