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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10.06.2024 | 9.62% | 0.09 CHF | 0.10 CHF | 127'900 | 127'900 | 124'105 | 124'105 | 12'294 CHF | 13'535 CHF | 100.00% | 100.00% |
07.06.2024 | 8.86% | 0.11 CHF | 0.12 CHF | 119'500 | 119'500 | 119'500 | 119'500 | 12'919 CHF | 14'114 CHF | 100.00% | 100.00% |
05.06.2024 | 7.87% | 0.12 CHF | 0.13 CHF | 102'400 | 102'400 | 101'417 | 101'417 | 12'406 CHF | 13'421 CHF | 99.99% | 99.99% |
04.06.2024 | 7.24% | 0.14 CHF | 0.14 CHF | 90'900 | 90'900 | 91'147 | 91'147 | 12'158 CHF | 13'070 CHF | 100.00% | 100.00% |
03.06.2024 | 6.53% | 0.15 CHF | 0.16 CHF | 98'100 | 98'100 | 98'100 | 98'100 | 14'536 CHF | 15'517 CHF | 100.00% | 100.00% |
31.05.2024 | 6.73% | 0.14 CHF | 0.15 CHF | 92'500 | 92'500 | 92'500 | 92'500 | 13'286 CHF | 14'211 CHF | 99.70% | 99.70% |
30.05.2024 | 6.79% | 0.14 CHF | 0.16 CHF | 92'800 | 92'800 | 92'732 | 92'732 | 13'209 CHF | 14'137 CHF | 100.00% | 100.00% |
29.05.2024 | 6.30% | 0.14 CHF | 0.16 CHF | 77'700 | 77'700 | 77'700 | 77'700 | 11'967 CHF | 12'744 CHF | 100.00% | 100.00% |
28.05.2024 | 5.14% | 0.18 CHF | 0.19 CHF | 69'600 | 69'600 | 69'667 | 69'667 | 13'229 CHF | 13'926 CHF | 100.00% | 100.00% |
27.05.2024 | 4.75% | 0.20 CHF | 0.21 CHF | 67'600 | 67'600 | 66'957 | 66'957 | 14'018 CHF | 14'694 CHF | 97.15% | 97.15% |