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 | 15.26% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 841'443 | 422'148 | 50'923 CHF | 29'774 CHF | 100.00% | 100.00% |
12.06.2024 | 14.84% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 810'753 | 411'917 | 50'572 CHF | 29'827 CHF | 100.00% | 100.00% |
11.06.2024 | 15.88% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 878'366 | 444'432 | 50'903 CHF | 30'187 CHF | 100.00% | 100.00% |
10.06.2024 | 15.83% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 872'103 | 440'901 | 50'729 CHF | 30'043 CHF | 97.73% | 97.73% |
07.06.2024 | 14.11% | 0.07 CHF | 0.08 CHF | 725'000 | 375'000 | 766'109 | 395'555 | 50'455 CHF | 30'007 CHF | 99.80% | 99.80% |
05.06.2024 | 14.35% | 0.07 CHF | 0.08 CHF | 850'000 | 425'000 | 781'845 | 402'021 | 50'574 CHF | 30'029 CHF | 99.85% | 99.85% |
04.06.2024 | 15.09% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 827'950 | 419'143 | 50'736 CHF | 29'885 CHF | 100.00% | 100.00% |
03.06.2024 | 15.41% | 0.06 CHF | 0.07 CHF | 850'000 | 425'000 | 851'024 | 426'463 | 50'969 CHF | 29'805 CHF | 100.00% | 100.00% |
31.05.2024 | 15.86% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 876'550 | 444'151 | 50'888 CHF | 30'217 CHF | 100.00% | 100.00% |
30.05.2024 | 17.28% | 0.06 CHF | 0.07 CHF | 925'000 | 475'000 | 955'866 | 485'289 | 50'578 CHF | 30'543 CHF | 99.24% | 99.24% |