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 | 1.80% | 0.56 CHF | 0.57 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 165'470 CHF | 56'157 CHF | 99.19% | 99.19% |
12.06.2024 | 1.88% | 0.55 CHF | 0.56 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 158'555 CHF | 53'852 CHF | 94.89% | 94.89% |
11.06.2024 | 1.97% | 0.52 CHF | 0.53 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 150'617 CHF | 51'206 CHF | 91.66% | 91.66% |
10.06.2024 | 1.91% | 0.55 CHF | 0.56 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 155'737 CHF | 52'912 CHF | 98.34% | 98.34% |
07.06.2024 | 2.03% | 0.56 CHF | 0.57 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 146'907 CHF | 49'969 CHF | 95.82% | 95.82% |
05.06.2024 | 1.91% | 0.52 CHF | 0.53 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 155'441 CHF | 52'814 CHF | 98.97% | 98.97% |
04.06.2024 | 1.72% | 0.56 CHF | 0.57 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 172'713 CHF | 58'571 CHF | 99.00% | 99.00% |
03.06.2024 | 1.68% | 0.61 CHF | 0.62 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 176'929 CHF | 59'977 CHF | 92.05% | 92.05% |
31.05.2024 | 1.51% | 0.68 CHF | 0.69 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 196'844 CHF | 66'615 CHF | 98.86% | 98.86% |
30.05.2024 | 1.53% | 0.65 CHF | 0.66 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 194'214 CHF | 65'738 CHF | 98.90% | 98.90% |