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 | 0.59% | 1.66 CHF | 1.67 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 306'194 CHF | 307'994 CHF | 100.00% | 100.00% |
13.06.2024 | 0.56% | 1.81 CHF | 1.82 CHF | 190'000 | 190'000 | 189'934 | 189'934 | 337'930 CHF | 339'830 CHF | 99.81% | 99.81% |
12.06.2024 | 0.57% | 1.70 CHF | 1.71 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 316'113 CHF | 317'913 CHF | 99.83% | 99.83% |
11.06.2024 | 0.55% | 1.81 CHF | 1.82 CHF | 180'000 | 180'000 | 180'000 | 180'000 | 329'326 CHF | 331'126 CHF | 100.00% | 100.00% |
10.06.2024 | 0.53% | 1.87 CHF | 1.88 CHF | 180'000 | 180'000 | 179'996 | 180'000 | 342'001 CHF | 343'809 CHF | 100.00% | 100.00% |
07.06.2024 | 0.61% | 1.79 CHF | 1.80 CHF | 210'000 | 210'000 | 210'000 | 210'000 | 346'665 CHF | 348'765 CHF | 99.23% | 99.23% |
05.06.2024 | 0.61% | 1.52 CHF | 1.53 CHF | 190'000 | 190'000 | 189'876 | 189'876 | 309'138 CHF | 311'038 CHF | 99.67% | 99.67% |
04.06.2024 | 0.60% | 1.69 CHF | 1.70 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 334'291 CHF | 336'291 CHF | 99.83% | 99.83% |
03.06.2024 | 0.59% | 1.61 CHF | 1.62 CHF | 190'000 | 190'000 | 190'000 | 190'000 | 319'430 CHF | 321'330 CHF | 99.81% | 99.81% |
31.05.2024 | 0.62% | 1.69 CHF | 1.70 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 321'494 CHF | 323'494 CHF | 99.93% | 99.93% |