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 | 0.77% | 1.20 CHF | 1.21 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 260'364 CHF | 262'364 CHF | 98.99% | 98.99% |
12.06.2024 | 0.72% | 1.39 CHF | 1.40 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 277'167 CHF | 279'167 CHF | 98.42% | 98.42% |
11.06.2024 | 0.73% | 1.33 CHF | 1.34 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 275'141 CHF | 277'141 CHF | 98.83% | 98.83% |
10.06.2024 | 0.68% | 1.46 CHF | 1.47 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 291'959 CHF | 293'959 CHF | 99.75% | 99.75% |
07.06.2024 | 0.64% | 1.57 CHF | 1.58 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 312'162 CHF | 314'162 CHF | 98.56% | 98.56% |
05.06.2024 | 0.67% | 1.48 CHF | 1.49 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 298'360 CHF | 300'360 CHF | 99.55% | 99.55% |
04.06.2024 | 0.66% | 1.49 CHF | 1.50 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 302'412 CHF | 304'412 CHF | 98.74% | 98.74% |
03.06.2024 | 0.59% | 1.65 CHF | 1.66 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 335'730 CHF | 337'730 CHF | 99.05% | 99.05% |
31.05.2024 | 0.61% | 1.64 CHF | 1.65 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 329'404 CHF | 331'404 CHF | 99.25% | 99.25% |
30.05.2024 | 0.62% | 1.63 CHF | 1.64 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 323'405 CHF | 325'405 CHF | 98.65% | 98.65% |