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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.06.2024 | 6.95% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 192'383 | 77'202 | 51'619 CHF | 21'957 CHF | 85.44% | 85.44% |
14.06.2024 | 6.85% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 196'465 | 83'562 | 52'041 CHF | 23'706 CHF | 99.65% | 99.65% |
13.06.2024 | 6.23% | 0.28 CHF | 0.29 CHF | 200'000 | 200'000 | 181'312 | 83'552 | 52'328 CHF | 24'869 CHF | 99.68% | 99.68% |
12.06.2024 | 5.46% | 0.33 CHF | 0.34 CHF | 200'000 | 200'000 | 167'382 | 83'835 | 56'010 CHF | 29'559 CHF | 98.66% | 98.66% |
11.06.2024 | 5.90% | 0.32 CHF | 0.33 CHF | 200'000 | 200'000 | 173'129 | 80'122 | 54'139 CHF | 26'441 CHF | 96.42% | 96.42% |
10.06.2024 | 5.95% | 0.30 CHF | 0.31 CHF | 200'000 | 200'000 | 176'425 | 83'552 | 53'676 CHF | 26'447 CHF | 99.68% | 99.68% |
07.06.2024 | 6.35% | 0.30 CHF | 0.31 CHF | 200'000 | 200'000 | 185'609 | 83'900 | 53'216 CHF | 25'649 CHF | 98.66% | 98.66% |
05.06.2024 | 6.56% | 0.31 CHF | 0.32 CHF | 200'000 | 200'000 | 190'782 | 84'581 | 52'947 CHF | 25'177 CHF | 96.66% | 96.66% |
04.06.2024 | 6.06% | 0.27 CHF | 0.28 CHF | 200'000 | 200'000 | 175'328 | 84'348 | 51'974 CHF | 25'430 CHF | 97.38% | 97.38% |
03.06.2024 | 5.50% | 0.28 CHF | 0.30 CHF | 200'000 | 200'000 | 162'111 | 83'572 | 52'910 CHF | 27'696 CHF | 99.54% | 99.54% |