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 | 4.00% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 213'017 | 213'017 | 52'156 CHF | 54'287 CHF | 100.00% | 100.00% |
12.06.2024 | 4.07% | 0.24 CHF | 0.25 CHF | 225'000 | 225'000 | 221'381 | 221'381 | 53'296 CHF | 55'510 CHF | 100.00% | 100.00% |
11.06.2024 | 3.86% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 200'521 | 200'521 | 51'009 CHF | 53'014 CHF | 100.00% | 100.00% |
10.06.2024 | 3.83% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 200'870 | 200'870 | 51'505 CHF | 53'513 CHF | 97.72% | 97.72% |
07.06.2024 | 4.04% | 0.23 CHF | 0.24 CHF | 225'000 | 225'000 | 216'973 | 216'974 | 52'591 CHF | 54'761 CHF | 99.80% | 99.80% |
05.06.2024 | 3.91% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 202'699 | 202'699 | 50'800 CHF | 52'827 CHF | 99.85% | 99.85% |
04.06.2024 | 3.86% | 0.25 CHF | 0.26 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 50'861 CHF | 52'861 CHF | 100.00% | 100.00% |
03.06.2024 | 3.79% | 0.26 CHF | 0.27 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 51'801 CHF | 53'801 CHF | 100.00% | 100.00% |
31.05.2024 | 3.69% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 53'232 CHF | 55'232 CHF | 100.00% | 100.00% |
30.05.2024 | 3.51% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 199'148 | 199'148 | 55'787 CHF | 57'778 CHF | 99.27% | 99.27% |