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 | 1.35% | 0.76 CHF | 0.77 CHF | 320'000 | 320'000 | 108'808 | 108'808 | 81'851 CHF | 82'942 CHF | 99.89% | 99.89% |
13.06.2024 | 1.40% | 0.74 CHF | 0.75 CHF | 310'000 | 310'000 | 138'819 | 138'819 | 100'441 CHF | 101'832 CHF | 99.52% | 99.52% |
12.06.2024 | 1.47% | 0.70 CHF | 0.71 CHF | 310'000 | 310'000 | 134'479 | 134'479 | 93'152 CHF | 94'499 CHF | 99.80% | 99.80% |
11.06.2024 | 1.52% | 0.68 CHF | 0.69 CHF | 300'000 | 300'000 | 132'528 | 132'528 | 89'065 CHF | 90'393 CHF | 99.80% | 99.80% |
10.06.2024 | 1.54% | 0.66 CHF | 0.67 CHF | 290'000 | 290'000 | 129'954 | 129'954 | 84'881 CHF | 86'183 CHF | 99.90% | 99.90% |
07.06.2024 | 1.58% | 0.65 CHF | 0.66 CHF | 290'000 | 290'000 | 129'489 | 129'489 | 83'325 CHF | 84'622 CHF | 99.83% | 99.83% |
05.06.2024 | 1.53% | 0.67 CHF | 0.68 CHF | 300'000 | 300'000 | 134'169 | 134'169 | 89'445 CHF | 90'790 CHF | 100.00% | 100.00% |
04.06.2024 | 1.45% | 0.69 CHF | 0.70 CHF | 300'000 | 300'000 | 134'404 | 134'404 | 93'338 CHF | 94'685 CHF | 99.83% | 99.83% |
03.06.2024 | 1.34% | 0.73 CHF | 0.74 CHF | 310'000 | 310'000 | 137'795 | 137'795 | 102'712 CHF | 104'092 CHF | 99.93% | 99.93% |
31.05.2024 | 1.25% | 0.80 CHF | 0.81 CHF | 320'000 | 320'000 | 143'246 | 143'246 | 115'878 CHF | 117'313 CHF | 99.70% | 99.70% |