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 | - | 0.36 CHF | - CHF | 50'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 92.59% |
12.06.2024 | - | 0.39 CHF | - CHF | 50'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 87.39% |
11.06.2024 | - | 0.46 CHF | - CHF | 50'000 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 77.67% |
10.06.2024 | 11.51% | 0.44 CHF | 0.50 CHF | 50'000 | 10'000 | 10'000 | 10'000 | 4'400 CHF | 4'935 CHF | 13.80% | 76.72% |
07.06.2024 | 4.18% | 0.49 CHF | 0.50 CHF | 500'000 | 500'000 | 188'120 | 188'120 | 89'025 CHF | 91'899 CHF | 96.32% | 96.32% |
05.06.2024 | 3.37% | 0.48 CHF | 0.49 CHF | 500'000 | 500'000 | 187'857 | 187'857 | 95'290 CHF | 97'949 CHF | 98.07% | 98.07% |
04.06.2024 | 2.99% | 0.59 CHF | 0.60 CHF | 500'000 | 500'000 | 189'329 | 189'329 | 110'533 CHF | 113'203 CHF | 97.00% | 97.00% |
03.06.2024 | 2.76% | 0.65 CHF | 0.66 CHF | 300'000 | 300'000 | 112'247 | 112'247 | 70'905 CHF | 72'497 CHF | 99.50% | 99.50% |
31.05.2024 | 2.57% | 0.73 CHF | 0.74 CHF | 300'000 | 300'000 | 113'015 | 113'015 | 78'774 CHF | 80'372 CHF | 96.59% | 96.59% |
30.05.2024 | 2.80% | 0.65 CHF | 0.66 CHF | 500'000 | 500'000 | 185'883 | 185'883 | 116'522 CHF | 119'167 CHF | 98.42% | 98.42% |