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 | 14.50% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 787'897 | 403'841 | 50'416 CHF | 29'889 CHF | 100.00% | 100.00% |
12.06.2024 | 13.92% | 0.07 CHF | 0.08 CHF | 675'000 | 350'000 | 753'898 | 389'279 | 50'385 CHF | 29'911 CHF | 100.00% | 100.00% |
11.06.2024 | 15.66% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 865'862 | 437'918 | 50'953 CHF | 30'143 CHF | 100.00% | 100.00% |
10.06.2024 | 15.45% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 847'036 | 428'615 | 50'579 CHF | 29'878 CHF | 97.73% | 97.73% |
07.06.2024 | 13.21% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 716'628 | 370'814 | 50'686 CHF | 29'936 CHF | 99.80% | 99.80% |
05.06.2024 | 13.64% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 739'925 | 382'463 | 50'546 CHF | 29'953 CHF | 99.86% | 99.86% |
04.06.2024 | 14.53% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 791'761 | 406'558 | 50'540 CHF | 30'026 CHF | 100.00% | 100.00% |
03.06.2024 | 14.91% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 813'415 | 412'805 | 50'515 CHF | 29'775 CHF | 100.00% | 100.00% |
31.05.2024 | 15.19% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 837'382 | 422'956 | 50'932 CHF | 29'964 CHF | 100.00% | 100.00% |
30.05.2024 | 16.70% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 925'000 | 475'000 | 50'783 CHF | 30'828 CHF | 99.27% | 99.27% |