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 | 43.90% | 0.01 CHF | 0.02 CHF | 580'000 | 580'000 | 254'695 | 254'695 | 4'296 CHF | 6'856 CHF | 99.64% | 99.64% |
12.06.2024 | 22.42% | 0.03 CHF | 0.04 CHF | 450'000 | 450'000 | 194'519 | 194'519 | 7'478 CHF | 9'432 CHF | 98.66% | 98.66% |
11.06.2024 | 13.83% | 0.04 CHF | 0.05 CHF | 330'000 | 330'000 | 142'520 | 142'520 | 9'160 CHF | 10'590 CHF | 99.38% | 99.38% |
10.06.2024 | 11.88% | 0.08 CHF | 0.09 CHF | 310'000 | 310'000 | 139'857 | 139'857 | 11'394 CHF | 12'799 CHF | 99.84% | 99.84% |
07.06.2024 | 12.26% | 0.09 CHF | 0.10 CHF | 330'000 | 330'000 | 151'811 | 151'811 | 11'839 CHF | 13'363 CHF | 99.92% | 99.92% |
05.06.2024 | 27.07% | 0.03 CHF | 0.04 CHF | 570'000 | 570'000 | 254'323 | 254'323 | 8'072 CHF | 10'627 CHF | 99.98% | 99.98% |
04.06.2024 | 28.47% | 0.03 CHF | 0.04 CHF | 570'000 | 570'000 | 254'756 | 254'756 | 8'286 CHF | 10'852 CHF | 100.00% | 100.00% |
03.06.2024 | 27.09% | 0.03 CHF | 0.04 CHF | 570'000 | 570'000 | 249'919 | 249'919 | 8'100 CHF | 10'611 CHF | 99.70% | 99.70% |
31.05.2024 | 28.52% | 0.03 CHF | 0.04 CHF | 570'000 | 570'000 | 255'167 | 255'167 | 7'903 CHF | 10'467 CHF | 97.26% | 97.26% |
30.05.2024 | 30.33% | 0.03 CHF | 0.04 CHF | 560'000 | 560'000 | 253'583 | 253'583 | 7'710 CHF | 10'263 CHF | 99.80% | 99.80% |