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 | 0.48% | 2.18 CHF | 2.19 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 155'996 CHF | 156'746 CHF | 100.00% | 100.00% |
13.06.2024 | 0.65% | 1.77 CHF | 1.78 CHF | 75'000 | 75'000 | 81'786 | 81'786 | 125'968 CHF | 126'786 CHF | 99.64% | 99.64% |
12.06.2024 | 0.69% | 1.32 CHF | 1.33 CHF | 100'000 | 100'000 | 95'513 | 95'513 | 137'507 CHF | 138'462 CHF | 98.22% | 98.22% |
11.06.2024 | 0.63% | 1.64 CHF | 1.65 CHF | 75'000 | 75'000 | 80'055 | 80'056 | 126'304 CHF | 127'106 CHF | 99.57% | 99.57% |
10.06.2024 | 0.64% | 1.49 CHF | 1.50 CHF | 75'000 | 75'000 | 80'832 | 80'832 | 124'896 CHF | 125'704 CHF | 100.00% | 100.00% |
07.06.2024 | 0.70% | 1.38 CHF | 1.39 CHF | 100'000 | 100'000 | 99'734 | 99'737 | 142'467 CHF | 143'470 CHF | 99.16% | 99.16% |
05.06.2024 | 0.71% | 1.38 CHF | 1.39 CHF | 100'000 | 100'000 | 100'000 | 99'998 | 140'793 CHF | 141'790 CHF | 99.88% | 99.88% |
04.06.2024 | 0.66% | 1.57 CHF | 1.58 CHF | 100'000 | 100'000 | 92'712 | 92'712 | 140'595 CHF | 141'522 CHF | 100.00% | 100.00% |
03.06.2024 | 0.77% | 1.34 CHF | 1.35 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 130'190 CHF | 131'190 CHF | 99.96% | 99.96% |
31.05.2024 | 0.66% | 1.50 CHF | 1.51 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 150'989 CHF | 151'989 CHF | 100.00% | 100.00% |