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 | 1.83% | 0.90 CHF | 0.91 CHF | 230'000 | 230'000 | 72'729 | 72'729 | 63'904 CHF | 64'750 CHF | 99.85% | 99.85% |
12.06.2024 | 1.21% | 0.82 CHF | 0.83 CHF | 225'000 | 225'000 | 72'083 | 72'083 | 59'449 CHF | 60'171 CHF | 100.00% | 100.00% |
11.06.2024 | 1.19% | 0.85 CHF | 0.86 CHF | 225'000 | 225'000 | 72'124 | 72'124 | 61'562 CHF | 62'284 CHF | 100.00% | 100.00% |
10.06.2024 | 1.15% | 0.87 CHF | 0.88 CHF | 230'000 | 230'000 | 73'223 | 73'223 | 64'175 CHF | 64'908 CHF | 99.89% | 99.89% |
07.06.2024 | 1.17% | 0.89 CHF | 0.90 CHF | 230'000 | 230'000 | 72'963 | 72'963 | 63'978 CHF | 64'709 CHF | 100.00% | 100.00% |
05.06.2024 | 1.18% | 0.88 CHF | 0.89 CHF | 230'000 | 230'000 | 73'383 | 73'383 | 63'686 CHF | 64'421 CHF | 100.00% | 100.00% |
04.06.2024 | 1.15% | 0.86 CHF | 0.87 CHF | 230'000 | 230'000 | 73'495 | 73'495 | 63'917 CHF | 64'652 CHF | 100.00% | 100.00% |
03.06.2024 | 1.58% | 0.89 CHF | 0.90 CHF | 230'000 | 230'000 | 68'992 | 68'992 | 61'458 CHF | 62'158 CHF | 100.00% | 100.00% |
31.05.2024 | 1.12% | 0.93 CHF | 0.94 CHF | 230'000 | 230'000 | 73'612 | 73'612 | 67'470 CHF | 68'207 CHF | 98.35% | 98.35% |
30.05.2024 | 1.14% | 0.88 CHF | 0.89 CHF | 225'000 | 225'000 | 72'156 | 72'156 | 63'474 CHF | 64'197 CHF | 100.00% | 100.00% |