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 | 7.08% | 0.23 CHF | 0.24 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 11'067 CHF | 11'880 CHF | 99.19% | 99.19% |
12.06.2024 | 6.45% | 0.25 CHF | 0.27 CHF | 50'000 | 50'000 | 49'526 | 49'526 | 12'702 CHF | 13'546 CHF | 91.21% | 91.21% |
11.06.2024 | 5.88% | 0.27 CHF | 0.29 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 14'994 CHF | 15'897 CHF | 100.00% | 100.00% |
10.06.2024 | 4.90% | 0.35 CHF | 0.37 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 17'285 CHF | 18'153 CHF | 93.38% | 93.38% |
07.06.2024 | 4.54% | 0.36 CHF | 0.38 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 18'125 CHF | 18'965 CHF | 99.13% | 99.13% |
05.06.2024 | 4.82% | 0.37 CHF | 0.38 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 18'507 CHF | 19'420 CHF | 99.50% | 99.50% |
04.06.2024 | 4.35% | 0.38 CHF | 0.40 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 19'999 CHF | 20'886 CHF | 100.00% | 100.00% |
03.06.2024 | 4.15% | 0.43 CHF | 0.45 CHF | 50'000 | 50'000 | 59'536 | 56'050 | 24'489 CHF | 24'019 CHF | 96.48% | 96.48% |
31.05.2024 | 1.85% | 0.54 CHF | 0.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 53'667 CHF | 54'667 CHF | 99.11% | 99.11% |
30.05.2024 | 1.84% | 0.55 CHF | 0.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 53'797 CHF | 54'797 CHF | 99.74% | 99.74% |