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 | 25.96% | 0.02 CHF | 0.03 CHF | 370'000 | 370'000 | 118'663 | 118'663 | 3'164 CHF | 4'357 CHF | 99.60% | 99.60% |
12.06.2024 | 19.80% | 0.05 CHF | 0.06 CHF | 360'000 | 360'000 | 117'144 | 117'144 | 6'295 CHF | 7'473 CHF | 99.97% | 99.97% |
11.06.2024 | 19.84% | 0.05 CHF | 0.06 CHF | 360'000 | 360'000 | 117'158 | 117'158 | 5'585 CHF | 6'762 CHF | 100.00% | 100.00% |
10.06.2024 | 22.90% | 0.04 CHF | 0.05 CHF | 370'000 | 370'000 | 119'011 | 119'011 | 4'937 CHF | 6'133 CHF | 99.89% | 99.89% |
07.06.2024 | 18.75% | 0.04 CHF | 0.05 CHF | 370'000 | 370'000 | 118'416 | 118'416 | 5'473 CHF | 6'663 CHF | 99.98% | 99.98% |
05.06.2024 | 15.99% | 0.05 CHF | 0.06 CHF | 370'000 | 370'000 | 119'201 | 119'201 | 6'648 CHF | 7'846 CHF | 99.98% | 99.98% |
04.06.2024 | 18.24% | 0.06 CHF | 0.07 CHF | 370'000 | 370'000 | 119'312 | 119'312 | 6'830 CHF | 8'029 CHF | 100.00% | 100.00% |
03.06.2024 | 23.53% | 0.05 CHF | 0.06 CHF | 370'000 | 370'000 | 111'424 | 111'424 | 5'938 CHF | 7'075 CHF | 99.97% | 99.97% |
31.05.2024 | 17.23% | 0.04 CHF | 0.05 CHF | 370'000 | 370'000 | 119'601 | 119'601 | 6'063 CHF | 7'265 CHF | 98.35% | 98.35% |
30.05.2024 | 14.92% | 0.07 CHF | 0.08 CHF | 360'000 | 360'000 | 117'113 | 117'113 | 7'993 CHF | 9'170 CHF | 99.99% | 99.99% |