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 | 2.70% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 54'904 CHF | 56'404 CHF | 99.38% | 99.38% |
12.06.2024 | 2.62% | 0.39 CHF | 0.40 CHF | 150'000 | 150'000 | 149'738 | 149'738 | 56'380 CHF | 57'877 CHF | 99.38% | 99.38% |
11.06.2024 | 2.77% | 0.34 CHF | 0.35 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 53'416 CHF | 54'916 CHF | 99.38% | 99.38% |
10.06.2024 | 2.92% | 0.35 CHF | 0.36 CHF | 150'000 | 150'000 | 155'388 | 155'388 | 52'456 CHF | 54'010 CHF | 97.14% | 97.14% |
07.06.2024 | 2.95% | 0.33 CHF | 0.34 CHF | 150'000 | 150'000 | 160'640 | 160'640 | 53'583 CHF | 55'189 CHF | 99.15% | 99.15% |
05.06.2024 | 2.46% | 0.40 CHF | 0.41 CHF | 125'000 | 125'000 | 126'118 | 126'118 | 50'698 CHF | 51'959 CHF | 99.19% | 99.19% |
04.06.2024 | 2.43% | 0.39 CHF | 0.40 CHF | 150'000 | 150'000 | 131'002 | 131'002 | 53'294 CHF | 54'604 CHF | 99.37% | 99.37% |
03.06.2024 | 2.08% | 0.50 CHF | 0.51 CHF | 125'000 | 125'000 | 121'332 | 121'332 | 57'747 CHF | 58'961 CHF | 99.38% | 99.38% |
31.05.2024 | 1.98% | 0.46 CHF | 0.47 CHF | 125'000 | 125'000 | 104'511 | 104'511 | 52'188 CHF | 53'233 CHF | 99.39% | 99.39% |
30.05.2024 | 1.84% | 0.53 CHF | 0.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 53'860 CHF | 54'860 CHF | 98.63% | 98.63% |