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 | 0.88% | 89.13 % | 89.93 % | 250'000 | 250'000 | 250'000 | 250'000 | 226'391 CHF | 228'391 CHF | 99.98% | 99.98% |
13.06.2024 | 0.87% | 90.98 % | 91.78 % | 250'000 | 250'000 | 250'000 | 249'603 | 229'376 CHF | 231'024 CHF | 92.73% | 92.73% |
12.06.2024 | 0.95% | 86.71 % | 87.51 % | 250'000 | 250'000 | 250'000 | 250'000 | 210'592 CHF | 212'592 CHF | 100.00% | 100.00% |
11.06.2024 | 0.94% | 82.81 % | 83.61 % | 250'000 | 250'000 | 250'000 | 250'000 | 212'311 CHF | 214'311 CHF | 100.00% | 100.00% |
10.06.2024 | 0.92% | 86.31 % | 87.11 % | 250'000 | 250'000 | 250'000 | 250'000 | 217'047 CHF | 219'047 CHF | 100.00% | 100.00% |
07.06.2024 | 0.91% | 87.21 % | 88.01 % | 250'000 | 250'000 | 250'000 | 250'000 | 217'881 CHF | 219'881 CHF | 99.99% | 99.99% |
05.06.2024 | 0.93% | 85.54 % | 86.34 % | 250'000 | 250'000 | 250'000 | 250'000 | 214'995 CHF | 216'995 CHF | 99.99% | 99.99% |
04.06.2024 | 0.92% | 85.76 % | 86.56 % | 250'000 | 250'000 | 250'000 | 250'000 | 215'848 CHF | 217'848 CHF | 100.00% | 100.00% |
03.06.2024 | 0.91% | 88.82 % | 89.62 % | 250'000 | 250'000 | 250'000 | 250'000 | 217'993 CHF | 219'993 CHF | 81.95% | 81.95% |
31.05.2024 | 0.92% | 85.79 % | 86.59 % | 250'000 | 250'000 | 250'000 | 250'000 | 217'274 CHF | 219'274 CHF | 100.00% | 100.00% |