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 | 8.95% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 483'561 | 483'561 | 51'646 CHF | 56'482 CHF | 99.91% | 99.91% |
13.06.2024 | 8.75% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 477'086 | 477'086 | 52'134 CHF | 56'905 CHF | 100.00% | 100.00% |
12.06.2024 | 8.69% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 475'000 | 475'000 | 52'279 CHF | 57'029 CHF | 100.00% | 100.00% |
11.06.2024 | 9.40% | 0.10 CHF | 0.11 CHF | 475'000 | 475'000 | 495'019 | 495'019 | 50'232 CHF | 55'183 CHF | 100.00% | 100.00% |
10.06.2024 | 9.26% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 489'853 | 489'853 | 50'482 CHF | 55'381 CHF | 97.74% | 97.74% |
07.06.2024 | 8.55% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 464'025 | 464'025 | 51'970 CHF | 56'610 CHF | 99.79% | 99.79% |
05.06.2024 | 8.65% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 471'346 | 471'346 | 52'114 CHF | 56'828 CHF | 99.85% | 99.85% |
04.06.2024 | 8.85% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 479'703 | 479'703 | 51'841 CHF | 56'638 CHF | 100.00% | 100.00% |
03.06.2024 | 9.31% | 0.11 CHF | 0.12 CHF | 500'000 | 500'000 | 493'753 | 493'753 | 50'616 CHF | 55'554 CHF | 100.00% | 100.00% |
31.05.2024 | 9.34% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 495'434 | 491'693 | 50'606 CHF | 55'143 CHF | 100.00% | 100.00% |