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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.06.2024 | 8.11% | 0.15 CHF | 0.16 CHF | 340'000 | 50'000 | 358'999 | 50'000 | 50'752 CHF | 7'693 CHF | 98.62% | 98.62% |
13.06.2024 | 9.95% | 0.12 CHF | 0.13 CHF | 420'000 | 50'000 | 469'529 | 50'000 | 50'319 CHF | 5'934 CHF | 99.89% | 99.89% |
12.06.2024 | 9.79% | 0.11 CHF | 0.12 CHF | 460'000 | 50'000 | 438'191 | 49'410 | 50'402 CHF | 6'302 CHF | 92.20% | 92.20% |
11.06.2024 | 8.52% | 0.13 CHF | 0.14 CHF | 390'000 | 50'000 | 395'610 | 50'000 | 50'612 CHF | 6'977 CHF | 99.67% | 99.67% |
10.06.2024 | 8.43% | 0.13 CHF | 0.14 CHF | 390'000 | 50'000 | 396'016 | 50'000 | 50'594 CHF | 6'962 CHF | 92.24% | 92.24% |
07.06.2024 | 8.08% | 0.14 CHF | 0.15 CHF | 360'000 | 50'000 | 356'039 | 50'000 | 50'746 CHF | 7'749 CHF | 99.19% | 99.19% |
05.06.2024 | 5.87% | 0.17 CHF | 0.18 CHF | 300'000 | 50'000 | 276'748 | 50'000 | 50'895 CHF | 9'765 CHF | 99.61% | 99.61% |
04.06.2024 | 6.07% | 0.19 CHF | 0.20 CHF | 270'000 | 50'000 | 256'429 | 50'000 | 50'667 CHF | 10'544 CHF | 97.49% | 97.49% |
03.06.2024 | 7.66% | 0.18 CHF | 0.19 CHF | 280'000 | 50'000 | 331'335 | 50'000 | 50'966 CHF | 8'329 CHF | 96.10% | 96.10% |
31.05.2024 | 7.73% | 0.19 CHF | 0.20 CHF | 270'000 | 50'000 | 318'782 | 50'000 | 51'133 CHF | 8'699 CHF | 99.13% | 99.13% |