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 | 10.89% | 0.07 CHF | 0.08 CHF | 675'000 | 350'000 | 586'981 | 327'509 | 50'924 CHF | 32'041 CHF | 99.17% | 99.17% |
12.06.2024 | 10.19% | 0.10 CHF | 0.11 CHF | 575'000 | 300'000 | 552'682 | 333'672 | 51'496 CHF | 35'424 CHF | 97.56% | 97.56% |
11.06.2024 | 9.72% | 0.09 CHF | 0.10 CHF | 500'000 | 500'000 | 514'784 | 442'178 | 50'418 CHF | 48'231 CHF | 99.17% | 99.17% |
10.06.2024 | 9.54% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 507'233 | 456'836 | 50'666 CHF | 50'603 CHF | 96.91% | 96.91% |
07.06.2024 | 6.07% | 0.14 CHF | 0.15 CHF | 350'000 | 350'000 | 318'955 | 318'954 | 51'257 CHF | 54'446 CHF | 39.36% | 99.05% |
05.06.2024 | 6.30% | 0.16 CHF | 0.17 CHF | 350'000 | 350'000 | 340'960 | 340'960 | 52'401 CHF | 55'810 CHF | 98.99% | 98.99% |
04.06.2024 | 6.23% | 0.15 CHF | 0.16 CHF | 375'000 | 375'000 | 335'857 | 335'857 | 52'141 CHF | 55'499 CHF | 20.67% | 99.16% |
03.06.2024 | - | 0.23 CHF | - CHF | 225'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 82.77% |
31.05.2024 | - | 0.23 CHF | - CHF | 225'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.17% |
30.05.2024 | 4.72% | 0.24 CHF | 0.22 CHF | 225'000 | 250'000 | 249'100 | 249'100 | 51'556 CHF | 54'047 CHF | 71.82% | 98.42% |