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 | 7.88% | 0.34 CHF | 0.37 CHF | 150'000 | 50'000 | 140'786 | 50'000 | 51'504 CHF | 19'828 CHF | 93.78% | 93.78% |
12.06.2024 | 6.85% | 0.37 CHF | 0.40 CHF | 140'000 | 50'000 | 155'530 | 49'131 | 52'022 CHF | 17'658 CHF | 90.67% | 90.67% |
11.06.2024 | 6.18% | 0.31 CHF | 0.33 CHF | 170'000 | 50'000 | 167'478 | 50'000 | 52'095 CHF | 16'551 CHF | 100.00% | 100.00% |
10.06.2024 | 5.91% | 0.31 CHF | 0.33 CHF | 170'000 | 50'000 | 168'081 | 50'000 | 52'247 CHF | 16'494 CHF | 90.54% | 90.54% |
07.06.2024 | 5.84% | 0.33 CHF | 0.35 CHF | 160'000 | 50'000 | 157'982 | 49'625 | 51'393 CHF | 17'106 CHF | 99.18% | 99.18% |
05.06.2024 | 6.48% | 0.30 CHF | 0.31 CHF | 170'000 | 50'000 | 183'411 | 50'000 | 51'442 CHF | 14'972 CHF | 99.42% | 99.42% |
04.06.2024 | 6.64% | 0.28 CHF | 0.29 CHF | 180'000 | 50'000 | 189'766 | 50'000 | 51'247 CHF | 14'439 CHF | 100.00% | 100.00% |
03.06.2024 | 6.24% | 0.28 CHF | 0.30 CHF | 180'000 | 50'000 | 173'241 | 50'000 | 51'176 CHF | 15'730 CHF | 89.41% | 89.41% |
31.05.2024 | 6.21% | 0.30 CHF | 0.32 CHF | 170'000 | 50'000 | 172'544 | 50'000 | 51'602 CHF | 15'922 CHF | 95.99% | 95.99% |
30.05.2024 | 6.07% | 0.32 CHF | 0.34 CHF | 160'000 | 50'000 | 170'562 | 50'000 | 51'489 CHF | 16'073 CHF | 99.74% | 99.74% |