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 | 22.74% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 39'192 CHF | 24'596 CHF | 99.52% | 99.52% |
12.06.2024 | 18.71% | 0.04 CHF | 0.05 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 48'696 CHF | 29'348 CHF | 99.46% | 99.46% |
11.06.2024 | 15.72% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 59'007 CHF | 34'504 CHF | 99.37% | 99.37% |
10.06.2024 | 13.23% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 70'641 CHF | 40'321 CHF | 99.58% | 99.58% |
07.06.2024 | 12.00% | 0.08 CHF | 0.09 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 78'523 CHF | 44'262 CHF | 99.55% | 99.55% |
05.06.2024 | 13.30% | 0.07 CHF | 0.08 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 70'240 CHF | 40'120 CHF | 99.51% | 99.51% |
04.06.2024 | 15.19% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 60'951 CHF | 35'476 CHF | 99.57% | 99.57% |
03.06.2024 | 21.33% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 42'510 CHF | 26'255 CHF | 93.28% | 93.28% |
31.05.2024 | 28.57% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'000 CHF | 20'000 CHF | 99.58% | 99.58% |
30.05.2024 | 28.50% | 0.03 CHF | 0.04 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 30'105 CHF | 20'053 CHF | 99.65% | 99.65% |