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 | 0.86% | 92.20 % | 93.00 % | 500'000 | 500'000 | 500'000 | 500'000 | 463'361 CHF | 467'361 CHF | 99.99% | 99.99% |
13.06.2024 | 0.87% | 91.90 % | 92.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 457'633 CHF | 461'633 CHF | 99.28% | 99.28% |
12.06.2024 | 0.86% | 91.80 % | 92.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 464'622 CHF | 468'622 CHF | 100.00% | 100.00% |
11.06.2024 | 0.84% | 94.00 % | 94.80 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'265 CHF | 476'265 CHF | 100.00% | 100.00% |
10.06.2024 | 0.84% | 94.40 % | 95.20 % | 500'000 | 500'000 | 500'000 | 500'000 | 472'432 CHF | 476'432 CHF | 100.00% | 100.00% |
07.06.2024 | 0.84% | 95.80 % | 96.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 475'052 CHF | 479'052 CHF | 100.00% | 100.00% |
05.06.2024 | 0.84% | 94.70 % | 95.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 473'932 CHF | 477'932 CHF | 99.90% | 99.90% |
04.06.2024 | 0.82% | 95.90 % | 96.70 % | 500'000 | 500'000 | 500'000 | 500'000 | 488'017 CHF | 492'017 CHF | 100.00% | 100.00% |
03.06.2024 | 0.81% | 98.70 % | 99.50 % | 500'000 | 500'000 | 500'000 | 500'000 | 490'270 CHF | 494'270 CHF | 100.00% | 100.00% |
31.05.2024 | 0.80% | 99.80 % | 100.60 % | 500'000 | 500'000 | 500'000 | 500'000 | 495'458 CHF | 499'458 CHF | 99.94% | 99.94% |