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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.06.2024 | 2.45% | 0.50 CHF | 0.51 CHF | 100'000 | 100'000 | 84'258 | 84'039 | 42'042 CHF | 42'893 CHF | 99.72% | 99.72% |
14.06.2024 | 3.52% | 0.50 CHF | 0.52 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 24'190 CHF | 25'056 CHF | 100.00% | 100.00% |
13.06.2024 | 3.90% | 0.45 CHF | 0.47 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 22'894 CHF | 23'804 CHF | 99.19% | 99.19% |
12.06.2024 | 3.92% | 0.43 CHF | 0.45 CHF | 50'000 | 50'000 | 49'525 | 49'525 | 20'986 CHF | 21'821 CHF | 91.17% | 91.17% |
11.06.2024 | 4.82% | 0.41 CHF | 0.43 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 19'049 CHF | 19'986 CHF | 100.00% | 100.00% |
10.06.2024 | 5.02% | 0.33 CHF | 0.35 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 16'847 CHF | 17'715 CHF | 93.38% | 93.38% |
07.06.2024 | 5.01% | 0.32 CHF | 0.34 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 16'050 CHF | 16'875 CHF | 99.13% | 99.13% |
05.06.2024 | 5.38% | 0.32 CHF | 0.34 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 15'712 CHF | 16'580 CHF | 99.50% | 99.50% |
04.06.2024 | 6.36% | 0.30 CHF | 0.32 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 14'283 CHF | 15'218 CHF | 100.00% | 100.00% |
03.06.2024 | 5.97% | 0.26 CHF | 0.27 CHF | 50'000 | 50'000 | 67'223 | 56'767 | 18'849 CHF | 16'738 CHF | 86.26% | 86.26% |