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 | 11.89% | 0.08 CHF | 0.09 CHF | 1'897'100 | 1'897'100 | 606'008 | 606'008 | 49'073 CHF | 55'141 CHF | 100.00% | 100.00% |
13.06.2024 | 12.55% | 0.08 CHF | 0.09 CHF | 2'107'400 | 2'107'400 | 664'816 | 664'816 | 53'075 CHF | 59'733 CHF | 99.85% | 99.85% |
12.06.2024 | 12.97% | 0.07 CHF | 0.08 CHF | 1'954'500 | 1'954'500 | 624'694 | 624'694 | 44'619 CHF | 50'874 CHF | 100.00% | 100.00% |
11.06.2024 | 12.71% | 0.08 CHF | 0.09 CHF | 1'977'000 | 1'977'000 | 632'018 | 632'018 | 47'506 CHF | 53'835 CHF | 100.00% | 100.00% |
10.06.2024 | 11.98% | 0.08 CHF | 0.09 CHF | 1'928'600 | 1'928'600 | 614'058 | 614'058 | 49'020 CHF | 55'169 CHF | 99.89% | 99.89% |
07.06.2024 | 12.45% | 0.08 CHF | 0.09 CHF | 1'952'300 | 1'952'300 | 619'680 | 619'680 | 48'814 CHF | 55'019 CHF | 100.00% | 100.00% |
05.06.2024 | 12.58% | 0.08 CHF | 0.09 CHF | 1'957'300 | 1'957'300 | 625'346 | 625'346 | 48'764 CHF | 55'026 CHF | 100.00% | 100.00% |
04.06.2024 | 12.08% | 0.08 CHF | 0.09 CHF | 1'903'300 | 1'903'300 | 608'863 | 608'863 | 47'307 CHF | 53'404 CHF | 100.00% | 100.00% |
03.06.2024 | 15.94% | 0.08 CHF | 0.09 CHF | 1'821'100 | 1'821'100 | 546'253 | 546'253 | 43'811 CHF | 49'357 CHF | 100.00% | 100.00% |
31.05.2024 | 11.43% | 0.09 CHF | 0.10 CHF | 1'859'400 | 1'859'400 | 595'661 | 595'661 | 50'204 CHF | 56'168 CHF | 98.35% | 98.35% |