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 | 20.69% | 0.04 CHF | 0.05 CHF | 1'000'000 | 250'000 | 1'000'000 | 259'380 | 43'483 CHF | 13'916 CHF | 100.00% | 100.00% |
12.06.2024 | 16.63% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 922'206 | 468'773 | 50'868 CHF | 30'545 CHF | 100.00% | 100.00% |
11.06.2024 | 16.63% | 0.05 CHF | 0.06 CHF | 1'000'000 | 500'000 | 912'503 | 460'471 | 50'342 CHF | 30'023 CHF | 100.00% | 100.00% |
10.06.2024 | 15.00% | 0.07 CHF | 0.08 CHF | 775'000 | 400'000 | 820'885 | 419'321 | 50'626 CHF | 30'062 CHF | 97.81% | 97.81% |
07.06.2024 | 10.49% | 0.09 CHF | 0.10 CHF | 575'000 | 300'000 | 569'017 | 330'174 | 51'356 CHF | 33'532 CHF | 99.80% | 99.80% |
05.06.2024 | 7.42% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 400'185 | 400'185 | 51'965 CHF | 55'967 CHF | 99.85% | 99.85% |
04.06.2024 | 7.55% | 0.12 CHF | 0.13 CHF | 400'000 | 400'000 | 405'118 | 405'118 | 51'692 CHF | 55'743 CHF | 100.00% | 100.00% |
03.06.2024 | 7.37% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 398'383 | 398'383 | 52'061 CHF | 56'045 CHF | 100.00% | 100.00% |
31.05.2024 | 7.59% | 0.13 CHF | 0.14 CHF | 400'000 | 400'000 | 407'505 | 407'505 | 51'665 CHF | 55'740 CHF | 100.00% | 100.00% |
30.05.2024 | 8.00% | 0.12 CHF | 0.13 CHF | 425'000 | 425'000 | 425'000 | 425'000 | 51'020 CHF | 55'270 CHF | 99.29% | 99.29% |