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 | 2.02% | 0.49 CHF | 0.50 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 147'168 CHF | 50'056 CHF | 99.30% | 99.30% |
12.06.2024 | 1.91% | 0.48 CHF | 0.49 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 155'658 CHF | 52'886 CHF | 95.85% | 95.85% |
11.06.2024 | 1.80% | 0.54 CHF | 0.55 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 165'664 CHF | 56'221 CHF | 95.07% | 95.07% |
10.06.2024 | 1.87% | 0.50 CHF | 0.51 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 158'877 CHF | 53'959 CHF | 98.68% | 98.68% |
07.06.2024 | 1.76% | 0.49 CHF | 0.50 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 169'098 CHF | 57'366 CHF | 96.94% | 96.94% |
05.06.2024 | 1.86% | 0.54 CHF | 0.55 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 159'918 CHF | 54'306 CHF | 99.58% | 99.58% |
04.06.2024 | 2.10% | 0.48 CHF | 0.49 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 141'594 CHF | 48'198 CHF | 99.48% | 99.48% |
03.06.2024 | 2.15% | 0.43 CHF | 0.44 CHF | 300'000 | 100'000 | 300'289 | 100'096 | 138'214 CHF | 47'072 CHF | 91.68% | 91.68% |
31.05.2024 | 2.46% | 0.37 CHF | 0.38 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 181'072 CHF | 61'857 CHF | 98.19% | 98.19% |
30.05.2024 | 2.39% | 0.41 CHF | 0.42 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 186'413 CHF | 63'638 CHF | 99.57% | 99.57% |