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 | 2.05% | 0.81 CHF | 0.82 CHF | 230'000 | 230'000 | 72'731 | 72'731 | 57'367 CHF | 58'213 CHF | 99.85% | 99.85% |
12.06.2024 | 1.35% | 0.73 CHF | 0.74 CHF | 225'000 | 225'000 | 72'142 | 72'142 | 53'010 CHF | 53'732 CHF | 100.00% | 100.00% |
11.06.2024 | 1.33% | 0.76 CHF | 0.77 CHF | 225'000 | 225'000 | 72'125 | 72'125 | 55'057 CHF | 55'779 CHF | 100.00% | 100.00% |
10.06.2024 | 1.28% | 0.78 CHF | 0.79 CHF | 230'000 | 230'000 | 73'225 | 73'225 | 57'582 CHF | 58'315 CHF | 99.89% | 99.89% |
07.06.2024 | 1.31% | 0.80 CHF | 0.81 CHF | 230'000 | 230'000 | 72'969 | 72'969 | 57'419 CHF | 58'150 CHF | 100.00% | 100.00% |
05.06.2024 | 1.31% | 0.79 CHF | 0.80 CHF | 230'000 | 230'000 | 73'381 | 73'381 | 57'104 CHF | 57'838 CHF | 100.00% | 100.00% |
04.06.2024 | 1.28% | 0.77 CHF | 0.78 CHF | 230'000 | 230'000 | 73'493 | 73'493 | 57'335 CHF | 58'071 CHF | 100.00% | 100.00% |
03.06.2024 | 1.76% | 0.80 CHF | 0.81 CHF | 230'000 | 230'000 | 68'995 | 68'995 | 55'239 CHF | 55'939 CHF | 100.00% | 100.00% |
31.05.2024 | 1.24% | 0.84 CHF | 0.85 CHF | 230'000 | 230'000 | 73'610 | 73'610 | 60'780 CHF | 61'517 CHF | 98.35% | 98.35% |
30.05.2024 | 1.27% | 0.79 CHF | 0.80 CHF | 225'000 | 225'000 | 72'150 | 72'150 | 56'904 CHF | 57'627 CHF | 100.00% | 100.00% |