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 | 23.68% | 0.03 CHF | 0.04 CHF | 750'000 | 250'000 | 669'570 | 223'190 | 25'536 CHF | 10'744 CHF | 99.17% | 99.17% |
12.06.2024 | 21.99% | 0.07 CHF | 0.08 CHF | 450'000 | 150'000 | 672'711 | 224'237 | 28'083 CHF | 11'604 CHF | 99.15% | 99.15% |
11.06.2024 | 27.54% | 0.03 CHF | 0.04 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 23'844 CHF | 10'448 CHF | 99.17% | 99.17% |
10.06.2024 | 23.06% | 0.04 CHF | 0.05 CHF | 750'000 | 250'000 | 750'000 | 250'000 | 29'010 CHF | 12'170 CHF | 99.17% | 99.17% |
07.06.2024 | 14.50% | 0.06 CHF | 0.07 CHF | 600'000 | 200'000 | 603'635 | 201'212 | 39'142 CHF | 15'060 CHF | 99.15% | 99.15% |
05.06.2024 | 21.38% | 0.05 CHF | 0.06 CHF | 750'000 | 250'000 | 744'474 | 248'158 | 31'645 CHF | 13'030 CHF | 99.16% | 99.16% |
04.06.2024 | 19.94% | 0.03 CHF | 0.04 CHF | 750'000 | 250'000 | 735'899 | 245'300 | 33'596 CHF | 13'652 CHF | 99.14% | 99.14% |
03.06.2024 | 9.73% | 0.07 CHF | 0.08 CHF | 600'000 | 200'000 | 477'072 | 159'024 | 46'829 CHF | 17'200 CHF | 99.16% | 99.16% |
31.05.2024 | 10.36% | 0.10 CHF | 0.11 CHF | 450'000 | 150'000 | 533'558 | 177'853 | 48'748 CHF | 18'028 CHF | 97.63% | 97.63% |
30.05.2024 | 9.38% | 0.11 CHF | 0.12 CHF | 450'000 | 150'000 | 473'081 | 157'694 | 48'129 CHF | 17'620 CHF | 99.11% | 99.11% |