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 | 21.80% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 41'048 CHF | 25'524 CHF | 99.60% | 99.60% |
14.06.2024 | 20.06% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 45'359 CHF | 27'680 CHF | 99.68% | 99.68% |
13.06.2024 | 16.24% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 56'925 CHF | 33'462 CHF | 99.49% | 99.49% |
12.06.2024 | 13.65% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 68'466 CHF | 39'233 CHF | 99.53% | 99.53% |
11.06.2024 | 12.08% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 78'004 CHF | 44'002 CHF | 99.39% | 99.39% |
10.06.2024 | 11.38% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 83'164 CHF | 46'582 CHF | 99.58% | 99.58% |
07.06.2024 | 10.33% | 0.09 CHF | 0.10 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 91'972 CHF | 50'986 CHF | 99.61% | 99.61% |
05.06.2024 | 10.72% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 88'423 CHF | 49'212 CHF | 99.55% | 99.55% |
04.06.2024 | 12.61% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 74'645 CHF | 42'322 CHF | 99.54% | 99.54% |
03.06.2024 | 15.75% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 59'158 CHF | 34'579 CHF | 93.28% | 93.28% |