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 | 5.67% | 0.21 CHF | 0.22 CHF | 230'000 | 230'000 | 72'731 | 72'731 | 16'618 CHF | 17'463 CHF | 99.85% | 99.85% |
12.06.2024 | 3.79% | 0.28 CHF | 0.29 CHF | 225'000 | 225'000 | 72'083 | 72'083 | 20'099 CHF | 20'821 CHF | 100.00% | 100.00% |
11.06.2024 | 3.91% | 0.27 CHF | 0.28 CHF | 225'000 | 225'000 | 72'126 | 72'126 | 18'621 CHF | 19'343 CHF | 100.00% | 100.00% |
10.06.2024 | 5.98% | 0.24 CHF | 0.25 CHF | 230'000 | 230'000 | 73'225 | 73'225 | 17'123 CHF | 17'973 CHF | 99.89% | 99.89% |
07.06.2024 | 4.41% | 0.22 CHF | 0.23 CHF | 230'000 | 230'000 | 72'969 | 72'969 | 16'951 CHF | 17'705 CHF | 100.00% | 100.00% |
05.06.2024 | 4.05% | 0.23 CHF | 0.24 CHF | 230'000 | 230'000 | 73'381 | 73'381 | 17'630 CHF | 18'364 CHF | 100.00% | 100.00% |
04.06.2024 | 6.20% | 0.24 CHF | 0.25 CHF | 230'000 | 230'000 | 73'496 | 73'496 | 17'385 CHF | 18'237 CHF | 100.00% | 100.00% |
03.06.2024 | 7.85% | 0.22 CHF | 0.23 CHF | 230'000 | 230'000 | 68'978 | 68'978 | 15'565 CHF | 16'359 CHF | 99.99% | 99.99% |
31.05.2024 | 6.32% | 0.19 CHF | 0.20 CHF | 230'000 | 230'000 | 73'622 | 73'622 | 15'149 CHF | 15'999 CHF | 98.35% | 98.35% |
30.05.2024 | 5.53% | 0.25 CHF | 0.26 CHF | 225'000 | 225'000 | 72'150 | 72'150 | 17'722 CHF | 18'528 CHF | 100.00% | 100.00% |