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 | 2.20% | 0.44 CHF | 0.45 CHF | 120'000 | 25'000 | 119'340 | 25'000 | 53'681 CHF | 11'497 CHF | 100.00% | 100.00% |
13.06.2024 | 2.25% | 0.44 CHF | 0.45 CHF | 120'000 | 25'000 | 120'000 | 25'000 | 52'801 CHF | 11'250 CHF | 99.20% | 99.20% |
12.06.2024 | 2.33% | 0.44 CHF | 0.45 CHF | 120'000 | 25'000 | 120'000 | 24'962 | 52'034 CHF | 11'078 CHF | 90.57% | 90.57% |
11.06.2024 | 2.29% | 0.43 CHF | 0.44 CHF | 120'000 | 25'000 | 119'879 | 25'000 | 51'862 CHF | 11'066 CHF | 100.00% | 100.00% |
10.06.2024 | 2.20% | 0.45 CHF | 0.46 CHF | 120'000 | 25'000 | 118'114 | 25'000 | 53'136 CHF | 11'501 CHF | 82.13% | 82.13% |
07.06.2024 | 2.19% | 0.46 CHF | 0.47 CHF | 110'000 | 25'000 | 116'189 | 25'000 | 52'513 CHF | 11'557 CHF | 99.13% | 99.13% |
05.06.2024 | 2.25% | 0.44 CHF | 0.45 CHF | 120'000 | 25'000 | 119'909 | 25'000 | 52'752 CHF | 11'249 CHF | 99.50% | 99.50% |
04.06.2024 | 2.23% | 0.44 CHF | 0.45 CHF | 120'000 | 25'000 | 118'639 | 25'000 | 52'592 CHF | 11'339 CHF | 100.00% | 100.00% |
03.06.2024 | 2.05% | 0.46 CHF | 0.47 CHF | 110'000 | 25'000 | 107'951 | 25'000 | 51'992 CHF | 12'299 CHF | 100.00% | 100.00% |
31.05.2024 | 2.07% | 0.51 CHF | 0.52 CHF | 100'000 | 25'000 | 109'537 | 25'000 | 52'381 CHF | 12'209 CHF | 98.92% | 98.92% |