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 | 11.90% | 0.08 CHF | 0.09 CHF | 675'000 | 350'000 | 636'042 | 328'910 | 50'284 CHF | 29'285 CHF | 100.00% | 100.00% |
12.06.2024 | 9.63% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 509'521 | 471'790 | 50'355 CHF | 51'609 CHF | 100.00% | 100.00% |
11.06.2024 | 9.62% | 0.10 CHF | 0.11 CHF | 500'000 | 500'000 | 516'713 | 432'598 | 51'138 CHF | 47'913 CHF | 100.00% | 100.00% |
10.06.2024 | 8.76% | 0.11 CHF | 0.12 CHF | 475'000 | 475'000 | 472'818 | 472'818 | 51'657 CHF | 56'385 CHF | 97.79% | 97.79% |
07.06.2024 | 6.30% | 0.15 CHF | 0.16 CHF | 325'000 | 325'000 | 339'132 | 339'132 | 52'097 CHF | 55'489 CHF | 99.80% | 99.80% |
05.06.2024 | 4.53% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 54'018 CHF | 56'518 CHF | 99.85% | 99.85% |
04.06.2024 | 4.71% | 0.20 CHF | 0.21 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 51'808 CHF | 54'308 CHF | 100.00% | 100.00% |
03.06.2024 | 4.60% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 53'101 CHF | 55'601 CHF | 100.00% | 100.00% |
31.05.2024 | 4.79% | 0.21 CHF | 0.22 CHF | 250'000 | 250'000 | 250'374 | 250'374 | 51'017 CHF | 53'520 CHF | 100.00% | 100.00% |
30.05.2024 | 5.05% | 0.19 CHF | 0.20 CHF | 275'000 | 275'000 | 267'316 | 267'316 | 51'615 CHF | 54'288 CHF | 99.28% | 99.28% |