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 | 8.74% | 0.11 CHF | 0.12 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'054 | 109'429 CHF | 47'778 CHF | 99.34% | 99.34% |
12.06.2024 | 9.34% | 0.11 CHF | 0.12 CHF | 1'000'000 | 400'000 | 1'000'000 | 424'644 | 102'230 CHF | 47'603 CHF | 95.85% | 95.85% |
11.06.2024 | 9.78% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 486'133 | 97'561 CHF | 52'165 CHF | 95.07% | 95.07% |
10.06.2024 | 9.40% | 0.11 CHF | 0.12 CHF | 1'000'000 | 400'000 | 1'000'000 | 468'754 | 101'451 CHF | 52'141 CHF | 98.68% | 98.68% |
07.06.2024 | 9.95% | 0.11 CHF | 0.12 CHF | 1'000'000 | 400'000 | 1'000'000 | 488'884 | 95'974 CHF | 51'663 CHF | 96.89% | 96.89% |
05.06.2024 | 9.47% | 0.10 CHF | 0.11 CHF | 1'000'000 | 500'000 | 1'000'000 | 479'763 | 100'670 CHF | 53'042 CHF | 99.60% | 99.60% |
04.06.2024 | 8.47% | 0.11 CHF | 0.12 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 113'311 CHF | 49'325 CHF | 99.45% | 99.45% |
03.06.2024 | 8.33% | 0.13 CHF | 0.14 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 115'271 CHF | 50'109 CHF | 91.53% | 91.53% |
31.05.2024 | 6.84% | 0.15 CHF | 0.16 CHF | 900'000 | 300'000 | 987'529 | 387'529 | 139'418 CHF | 58'520 CHF | 99.21% | 99.21% |
30.05.2024 | 6.99% | 0.14 CHF | 0.15 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'000 | 138'163 CHF | 59'265 CHF | 99.60% | 99.60% |