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 | 2.59% | 0.96 CHF | 0.97 CHF | 40'000 | 40'000 | 18'587 | 18'587 | 17'283 CHF | 17'624 CHF | 99.14% | 99.14% |
12.06.2024 | 2.60% | 0.91 CHF | 0.92 CHF | 40'000 | 40'000 | 17'975 | 17'975 | 16'126 CHF | 16'451 CHF | 97.04% | 97.04% |
11.06.2024 | 1.86% | 0.90 CHF | 0.91 CHF | 40'000 | 40'000 | 18'530 | 18'530 | 21'280 CHF | 21'621 CHF | 96.37% | 96.37% |
10.06.2024 | 1.97% | 1.24 CHF | 1.25 CHF | 40'000 | 40'000 | 18'702 | 18'702 | 22'281 CHF | 22'623 CHF | 99.00% | 99.00% |
07.06.2024 | 1.82% | 1.30 CHF | 1.31 CHF | 40'000 | 40'000 | 18'208 | 18'208 | 23'154 CHF | 23'485 CHF | 98.61% | 98.61% |
05.06.2024 | 1.76% | 1.29 CHF | 1.30 CHF | 40'000 | 40'000 | 18'644 | 18'644 | 24'545 CHF | 24'887 CHF | 99.78% | 99.78% |
04.06.2024 | 1.72% | 1.28 CHF | 1.29 CHF | 40'000 | 40'000 | 18'691 | 18'691 | 25'019 CHF | 25'361 CHF | 99.50% | 99.50% |
03.06.2024 | 1.50% | 1.50 CHF | 1.51 CHF | 30'000 | 30'000 | 16'800 | 16'800 | 25'554 CHF | 25'877 CHF | 98.38% | 98.38% |
31.05.2024 | 1.67% | 1.44 CHF | 1.45 CHF | 30'000 | 30'000 | 16'494 | 16'494 | 23'192 CHF | 23'512 CHF | 99.50% | 99.50% |
30.05.2024 | 1.88% | 1.29 CHF | 1.30 CHF | 40'000 | 40'000 | 18'645 | 18'645 | 23'456 CHF | 23'798 CHF | 99.99% | 99.99% |