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 | 3.48% | 0.38 CHF | 0.39 CHF | 230'000 | 230'000 | 72'738 | 72'738 | 29'102 CHF | 29'947 CHF | 99.83% | 99.83% |
12.06.2024 | 2.30% | 0.45 CHF | 0.46 CHF | 225'000 | 225'000 | 72'082 | 72'082 | 32'499 CHF | 33'220 CHF | 100.00% | 100.00% |
11.06.2024 | 2.36% | 0.44 CHF | 0.45 CHF | 225'000 | 225'000 | 72'125 | 72'125 | 31'022 CHF | 31'745 CHF | 100.00% | 100.00% |
10.06.2024 | 2.51% | 0.41 CHF | 0.42 CHF | 230'000 | 230'000 | 73'226 | 73'226 | 29'711 CHF | 30'445 CHF | 99.89% | 99.89% |
07.06.2024 | 2.45% | 0.39 CHF | 0.40 CHF | 230'000 | 230'000 | 72'963 | 72'963 | 29'437 CHF | 30'168 CHF | 100.00% | 100.00% |
05.06.2024 | 2.42% | 0.40 CHF | 0.41 CHF | 230'000 | 230'000 | 73'386 | 73'386 | 30'160 CHF | 30'894 CHF | 100.00% | 100.00% |
04.06.2024 | 2.55% | 0.41 CHF | 0.42 CHF | 230'000 | 230'000 | 73'494 | 73'494 | 29'977 CHF | 30'713 CHF | 100.00% | 100.00% |
03.06.2024 | 3.57% | 0.39 CHF | 0.40 CHF | 230'000 | 230'000 | 68'993 | 68'993 | 27'418 CHF | 28'119 CHF | 100.00% | 100.00% |
31.05.2024 | 2.59% | 0.36 CHF | 0.37 CHF | 230'000 | 230'000 | 73'610 | 73'610 | 27'880 CHF | 28'617 CHF | 98.35% | 98.35% |
30.05.2024 | 2.46% | 0.42 CHF | 0.43 CHF | 225'000 | 225'000 | 72'157 | 72'157 | 30'207 CHF | 30'930 CHF | 100.00% | 100.00% |