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 | 4.77% | 0.21 CHF | 0.22 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 92'128 CHF | 32'210 CHF | 99.23% | 99.23% |
13.06.2024 | 4.33% | 0.23 CHF | 0.24 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 101'633 CHF | 35'378 CHF | 99.03% | 99.03% |
12.06.2024 | 4.55% | 0.22 CHF | 0.23 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 96'818 CHF | 33'773 CHF | 99.27% | 99.27% |
11.06.2024 | 4.57% | 0.22 CHF | 0.23 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 96'280 CHF | 33'594 CHF | 99.26% | 99.26% |
10.06.2024 | 4.60% | 0.22 CHF | 0.23 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 95'714 CHF | 33'405 CHF | 99.24% | 99.24% |
07.06.2024 | 4.32% | 0.22 CHF | 0.23 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 101'909 CHF | 35'470 CHF | 99.27% | 99.27% |
05.06.2024 | 4.58% | 0.21 CHF | 0.22 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 96'033 CHF | 33'511 CHF | 99.25% | 99.25% |
04.06.2024 | 4.51% | 0.23 CHF | 0.24 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 97'657 CHF | 34'052 CHF | 99.27% | 99.27% |
03.06.2024 | 4.21% | 0.22 CHF | 0.23 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 104'609 CHF | 36'370 CHF | 99.27% | 99.27% |
31.05.2024 | 4.66% | 0.22 CHF | 0.23 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 94'457 CHF | 32'986 CHF | 98.85% | 98.85% |