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 | 1.79% | 0.54 CHF | 0.55 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 248'568 CHF | 84'356 CHF | 99.19% | 99.19% |
12.06.2024 | 1.75% | 0.54 CHF | 0.55 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 255'412 CHF | 86'637 CHF | 95.82% | 95.82% |
11.06.2024 | 1.67% | 0.58 CHF | 0.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 267'272 CHF | 90'591 CHF | 95.06% | 95.06% |
10.06.2024 | 1.71% | 0.56 CHF | 0.57 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 260'625 CHF | 88'375 CHF | 98.68% | 98.68% |
07.06.2024 | 1.66% | 0.55 CHF | 0.56 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 268'228 CHF | 90'909 CHF | 97.03% | 97.03% |
05.06.2024 | 1.72% | 0.58 CHF | 0.59 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 259'828 CHF | 88'109 CHF | 99.57% | 99.57% |
04.06.2024 | 1.85% | 0.54 CHF | 0.55 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 241'535 CHF | 82'012 CHF | 99.50% | 99.50% |
03.06.2024 | 1.86% | 0.52 CHF | 0.53 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 239'964 CHF | 81'488 CHF | 91.41% | 91.41% |
31.05.2024 | 2.00% | 0.47 CHF | 0.48 CHF | 600'000 | 200'000 | 540'254 | 180'085 | 267'254 CHF | 90'886 CHF | 99.20% | 99.20% |
30.05.2024 | 1.95% | 0.50 CHF | 0.51 CHF | 450'000 | 150'000 | 470'159 | 156'720 | 238'336 CHF | 81'013 CHF | 99.57% | 99.57% |