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 | 18.21% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 49'927 CHF | 29'963 CHF | 99.28% | 99.28% |
12.06.2024 | 18.72% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 48'673 CHF | 29'337 CHF | 95.83% | 95.83% |
11.06.2024 | 21.72% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 41'262 CHF | 25'631 CHF | 94.07% | 94.07% |
10.06.2024 | 21.69% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 41'306 CHF | 25'653 CHF | 98.68% | 98.68% |
07.06.2024 | 21.69% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 41'317 CHF | 25'659 CHF | 96.97% | 96.97% |
05.06.2024 | 21.56% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 41'627 CHF | 25'813 CHF | 99.57% | 99.57% |
04.06.2024 | 18.14% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 50'145 CHF | 30'072 CHF | 97.94% | 97.94% |
03.06.2024 | 17.79% | 0.06 CHF | 0.07 CHF | 1'000'000 | 500'000 | 1'000'000 | 500'000 | 51'397 CHF | 30'699 CHF | 91.10% | 91.10% |
31.05.2024 | 13.13% | 0.08 CHF | 0.09 CHF | 1'000'000 | 400'000 | 1'000'000 | 400'474 | 71'275 CHF | 32'548 CHF | 99.19% | 99.19% |
30.05.2024 | 13.33% | 0.07 CHF | 0.08 CHF | 1'000'000 | 400'000 | 1'000'000 | 425'856 | 70'005 CHF | 34'070 CHF | 99.56% | 99.56% |