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 | 1.58% | 0.80 CHF | 0.81 CHF | 100'000 | 100'000 | 84'041 | 84'041 | 66'919 CHF | 67'890 CHF | 99.70% | 99.70% |
14.06.2024 | 2.20% | 0.80 CHF | 0.81 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 38'962 CHF | 39'828 CHF | 100.00% | 100.00% |
13.06.2024 | 1.96% | 0.75 CHF | 0.77 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 37'722 CHF | 38'467 CHF | 99.19% | 99.19% |
12.06.2024 | 2.37% | 0.73 CHF | 0.74 CHF | 50'000 | 50'000 | 49'526 | 49'526 | 35'582 CHF | 36'432 CHF | 91.17% | 91.17% |
11.06.2024 | 2.55% | 0.70 CHF | 0.72 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 33'789 CHF | 34'661 CHF | 100.00% | 100.00% |
10.06.2024 | 2.78% | 0.62 CHF | 0.64 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 31'553 CHF | 32'441 CHF | 99.06% | 99.06% |
07.06.2024 | 2.90% | 0.62 CHF | 0.63 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 30'723 CHF | 31'625 CHF | 99.13% | 99.13% |
05.06.2024 | 2.82% | 0.61 CHF | 0.63 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 30'457 CHF | 31'326 CHF | 99.50% | 99.50% |
04.06.2024 | 2.98% | 0.60 CHF | 0.62 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 29'022 CHF | 29'897 CHF | 100.00% | 100.00% |
03.06.2024 | 3.09% | 0.55 CHF | 0.57 CHF | 50'000 | 50'000 | 56'050 | 56'050 | 32'016 CHF | 32'970 CHF | 96.48% | 96.48% |