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 | 12.45% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 670'827 | 347'914 | 50'549 CHF | 29'696 CHF | 99.88% | 99.88% |
13.06.2024 | 13.25% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 720'832 | 372'916 | 50'792 CHF | 30'007 CHF | 100.00% | 100.00% |
12.06.2024 | 13.10% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 708'603 | 366'802 | 50'567 CHF | 29'847 CHF | 100.00% | 100.00% |
11.06.2024 | 12.93% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 701'407 | 363'204 | 50'730 CHF | 29'902 CHF | 100.00% | 100.00% |
10.06.2024 | 13.33% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 724'495 | 374'867 | 50'715 CHF | 29'989 CHF | 97.73% | 97.73% |
07.06.2024 | 13.33% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 725'000 | 375'000 | 50'750 CHF | 30'000 CHF | 99.78% | 99.78% |
05.06.2024 | 12.79% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 691'278 | 358'139 | 50'574 CHF | 29'784 CHF | 99.83% | 99.83% |
04.06.2024 | 11.41% | 0.08 CHF | 0.09 CHF | 625'000 | 325'000 | 611'190 | 311'190 | 50'511 CHF | 28'816 CHF | 100.00% | 100.00% |
03.06.2024 | 11.58% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 617'706 | 317'706 | 50'257 CHF | 29'015 CHF | 100.00% | 100.00% |
31.05.2024 | 11.31% | 0.09 CHF | 0.10 CHF | 600'000 | 300'000 | 607'842 | 307'842 | 50'723 CHF | 28'755 CHF | 100.00% | 100.00% |