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 | 1.84% | 0.51 CHF | 0.52 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 53'812 CHF | 54'812 CHF | 99.36% | 99.36% |
12.06.2024 | 1.80% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 55'006 CHF | 56'006 CHF | 99.39% | 99.39% |
11.06.2024 | 1.90% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 52'280 CHF | 53'280 CHF | 99.39% | 99.39% |
10.06.2024 | 1.98% | 0.52 CHF | 0.53 CHF | 100'000 | 100'000 | 104'851 | 104'851 | 52'373 CHF | 53'422 CHF | 97.13% | 97.13% |
07.06.2024 | 2.00% | 0.49 CHF | 0.50 CHF | 100'000 | 100'000 | 110'114 | 110'114 | 54'374 CHF | 55'475 CHF | 99.15% | 99.15% |
05.06.2024 | 1.71% | 0.58 CHF | 0.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 57'870 CHF | 58'870 CHF | 99.22% | 99.22% |
04.06.2024 | 1.69% | 0.57 CHF | 0.58 CHF | 100'000 | 100'000 | 99'834 | 99'834 | 58'712 CHF | 59'711 CHF | 99.39% | 99.39% |
03.06.2024 | 1.48% | 0.69 CHF | 0.70 CHF | 75'000 | 75'000 | 85'167 | 85'167 | 57'009 CHF | 57'861 CHF | 99.38% | 99.38% |
31.05.2024 | 1.42% | 0.65 CHF | 0.66 CHF | 100'000 | 100'000 | 77'413 | 77'413 | 54'140 CHF | 54'914 CHF | 99.39% | 99.39% |
30.05.2024 | 1.34% | 0.74 CHF | 0.75 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 55'759 CHF | 56'509 CHF | 98.62% | 98.62% |