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 | 3.57% | 0.26 CHF | 0.27 CHF | 131'145 | 25'000 | 127'377 | 25'000 | 35'099 CHF | 7'142 CHF | 48.93% | 48.93% |
14.06.2024 | 3.24% | 0.28 CHF | 0.29 CHF | 121'748 | 25'000 | 115'055 | 25'000 | 35'064 CHF | 7'890 CHF | 98.96% | 98.96% |
13.06.2024 | 2.66% | 0.34 CHF | 0.35 CHF | 108'514 | 25'000 | 104'016 | 25'000 | 38'592 CHF | 9'539 CHF | 97.56% | 97.56% |
12.06.2024 | 2.65% | 0.43 CHF | 0.44 CHF | 94'702 | 25'000 | 102'523 | 24'646 | 38'963 CHF | 9'647 CHF | 88.27% | 88.27% |
11.06.2024 | 2.42% | 0.38 CHF | 0.39 CHF | 103'778 | 25'000 | 102'065 | 25'000 | 41'749 CHF | 10'482 CHF | 79.99% | 79.99% |
10.06.2024 | 2.83% | 0.36 CHF | 0.37 CHF | 106'952 | 25'000 | 107'844 | 25'000 | 37'645 CHF | 8'979 CHF | 88.96% | 88.96% |
07.06.2024 | 2.87% | 0.33 CHF | 0.34 CHF | 109'646 | 25'000 | 107'738 | 25'000 | 37'040 CHF | 8'849 CHF | 97.03% | 97.03% |
05.06.2024 | 3.05% | 0.34 CHF | 0.35 CHF | 110'688 | 25'000 | 111'876 | 25'000 | 36'151 CHF | 8'329 CHF | 99.39% | 99.39% |
04.06.2024 | 2.82% | 0.34 CHF | 0.35 CHF | 107'712 | 25'000 | 111'751 | 25'000 | 39'046 CHF | 8'985 CHF | 100.00% | 100.00% |
03.06.2024 | 2.91% | 0.38 CHF | 0.39 CHF | 104'275 | 25'000 | 112'808 | 25'000 | 38'258 CHF | 8'762 CHF | 97.08% | 97.08% |