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 | 13.25% | 0.07 CHF | 0.08 CHF | 90'000 | 90'000 | 43'271 | 43'271 | 3'250 CHF | 3'684 CHF | 96.07% | 96.07% |
13.06.2024 | 16.24% | 0.08 CHF | 0.09 CHF | 110'000 | 110'000 | 49'725 | 49'725 | 3'402 CHF | 3'902 CHF | 94.23% | 94.23% |
12.06.2024 | 14.65% | 0.06 CHF | 0.07 CHF | 100'000 | 100'000 | 44'514 | 44'514 | 2'953 CHF | 3'400 CHF | 93.71% | 93.71% |
11.06.2024 | 6.40% | 0.06 CHF | 0.07 CHF | 70'000 | 70'000 | 31'313 | 31'313 | 5'746 CHF | 6'117 CHF | 92.00% | 92.00% |
10.06.2024 | 5.95% | 0.22 CHF | 0.24 CHF | 35'000 | 35'000 | 31'059 | 31'059 | 6'103 CHF | 6'454 CHF | 98.11% | 98.11% |
07.06.2024 | 5.38% | 0.24 CHF | 0.25 CHF | 70'000 | 70'000 | 30'404 | 30'404 | 7'032 CHF | 7'396 CHF | 95.20% | 95.20% |
05.06.2024 | 4.95% | 0.25 CHF | 0.26 CHF | 70'000 | 70'000 | 31'796 | 31'796 | 8'158 CHF | 8'538 CHF | 98.41% | 98.41% |
04.06.2024 | 4.66% | 0.25 CHF | 0.27 CHF | 35'000 | 35'000 | 31'739 | 31'739 | 8'668 CHF | 9'048 CHF | 98.37% | 98.37% |
03.06.2024 | 3.45% | 0.36 CHF | 0.37 CHF | 60'000 | 60'000 | 30'197 | 30'197 | 10'873 CHF | 11'230 CHF | 95.65% | 95.65% |
31.05.2024 | 4.28% | 0.32 CHF | 0.33 CHF | 70'000 | 70'000 | 32'146 | 32'146 | 9'757 CHF | 10'136 CHF | 95.41% | 95.41% |