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 | 1.36% | 0.70 CHF | 0.71 CHF | 80'000 | 25'000 | 72'875 | 25'000 | 53'088 CHF | 18'487 CHF | 100.00% | 100.00% |
13.06.2024 | 1.26% | 0.78 CHF | 0.79 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 55'342 CHF | 20'015 CHF | 99.19% | 99.19% |
12.06.2024 | 1.23% | 0.83 CHF | 0.84 CHF | 70'000 | 25'000 | 69'445 | 24'907 | 56'343 CHF | 20'462 CHF | 93.24% | 93.24% |
11.06.2024 | 1.29% | 0.77 CHF | 0.78 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 54'074 CHF | 19'562 CHF | 100.00% | 100.00% |
10.06.2024 | 1.27% | 0.79 CHF | 0.80 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 54'641 CHF | 19'765 CHF | 51.69% | 51.69% |
07.06.2024 | 1.50% | 0.79 CHF | 0.80 CHF | 70'000 | 25'000 | 55'323 | 21'809 | 43'170 CHF | 17'259 CHF | 97.03% | 97.03% |
05.06.2024 | 1.31% | 0.75 CHF | 0.76 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 53'136 CHF | 19'227 CHF | 99.51% | 99.51% |
04.06.2024 | 1.29% | 0.74 CHF | 0.75 CHF | 70'000 | 25'000 | 70'000 | 25'000 | 53'779 CHF | 19'457 CHF | 100.00% | 100.00% |
03.06.2024 | 1.21% | 0.80 CHF | 0.81 CHF | 70'000 | 25'000 | 69'191 | 25'000 | 56'697 CHF | 20'743 CHF | 100.00% | 100.00% |
31.05.2024 | 1.18% | 0.85 CHF | 0.86 CHF | 60'000 | 25'000 | 60'196 | 25'000 | 50'783 CHF | 21'342 CHF | 99.13% | 99.13% |