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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.06.2024 | 8.38% | 0.11 CHF | 0.12 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 172'176 CHF | 37'435 CHF | 99.24% | 99.24% |
13.06.2024 | 7.84% | 0.13 CHF | 0.14 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 184'421 CHF | 39'884 CHF | 99.02% | 99.02% |
12.06.2024 | 7.48% | 0.14 CHF | 0.15 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 194'044 CHF | 41'809 CHF | 99.27% | 99.27% |
11.06.2024 | 8.00% | 0.12 CHF | 0.13 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 180'132 CHF | 39'026 CHF | 99.26% | 99.26% |
10.06.2024 | 8.24% | 0.12 CHF | 0.13 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 174'744 CHF | 37'949 CHF | 99.23% | 99.23% |
07.06.2024 | 7.71% | 0.13 CHF | 0.14 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 187'233 CHF | 40'447 CHF | 99.26% | 99.26% |
05.06.2024 | 4.70% | 0.20 CHF | 0.21 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 311'448 CHF | 65'290 CHF | 99.25% | 99.25% |
04.06.2024 | 4.86% | 0.20 CHF | 0.21 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 301'654 CHF | 63'331 CHF | 99.27% | 99.27% |
03.06.2024 | 4.53% | 0.21 CHF | 0.22 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 323'624 CHF | 67'725 CHF | 99.27% | 99.27% |
31.05.2024 | 4.86% | 0.21 CHF | 0.22 CHF | 1'500'000 | 300'000 | 1'500'000 | 300'000 | 301'612 CHF | 63'322 CHF | 98.85% | 98.85% |