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 | 9.70% | 0.11 CHF | 0.12 CHF | 560'000 | 560'000 | 253'964 | 253'964 | 25'881 CHF | 28'438 CHF | 98.97% | 98.97% |
14.06.2024 | 8.96% | 0.10 CHF | 0.11 CHF | 530'000 | 530'000 | 177'970 | 177'970 | 19'237 CHF | 21'028 CHF | 99.75% | 99.75% |
13.06.2024 | 7.77% | 0.12 CHF | 0.13 CHF | 490'000 | 490'000 | 217'543 | 217'543 | 27'387 CHF | 29'573 CHF | 97.28% | 97.28% |
12.06.2024 | 6.76% | 0.14 CHF | 0.15 CHF | 470'000 | 470'000 | 201'317 | 201'317 | 29'130 CHF | 31'151 CHF | 98.78% | 98.78% |
11.06.2024 | 5.96% | 0.16 CHF | 0.17 CHF | 420'000 | 420'000 | 181'046 | 181'046 | 29'513 CHF | 31'332 CHF | 98.60% | 98.60% |
10.06.2024 | 5.69% | 0.18 CHF | 0.19 CHF | 400'000 | 400'000 | 173'948 | 173'948 | 30'972 CHF | 32'719 CHF | 98.43% | 98.43% |
07.06.2024 | 5.43% | 0.18 CHF | 0.19 CHF | 400'000 | 400'000 | 174'932 | 174'932 | 32'263 CHF | 34'019 CHF | 98.33% | 98.33% |
05.06.2024 | 5.82% | 0.17 CHF | 0.18 CHF | 430'000 | 430'000 | 190'897 | 190'897 | 32'574 CHF | 34'491 CHF | 98.49% | 98.49% |
04.06.2024 | 6.64% | 0.15 CHF | 0.16 CHF | 460'000 | 460'000 | 201'668 | 201'668 | 30'771 CHF | 32'802 CHF | 96.66% | 96.66% |
03.06.2024 | 8.22% | 0.13 CHF | 0.14 CHF | 550'000 | 550'000 | 238'495 | 238'495 | 30'174 CHF | 32'572 CHF | 98.03% | 98.03% |