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 |
---|---|---|---|---|---|---|---|---|---|---|---|
27.06.2024 | 9.19% | 0.10 CHF | 0.11 CHF | 233'177 | 25'000 | 228'327 | 25'000 | 23'753 CHF | 2'850 CHF | 99.39% | 99.39% |
26.06.2024 | 8.78% | 0.10 CHF | 0.11 CHF | 228'137 | 25'000 | 226'031 | 25'000 | 24'714 CHF | 2'992 CHF | 100.00% | 100.00% |
25.06.2024 | 6.48% | 0.12 CHF | 0.13 CHF | 198'904 | 25'000 | 174'471 | 25'000 | 26'151 CHF | 4'024 CHF | 98.64% | 98.64% |
24.06.2024 | 4.91% | 0.19 CHF | 0.20 CHF | 143'038 | 25'000 | 144'926 | 25'000 | 28'796 CHF | 5'220 CHF | 100.00% | 100.00% |
21.06.2024 | 4.35% | 0.21 CHF | 0.22 CHF | 148'969 | 25'000 | 138'171 | 25'000 | 31'157 CHF | 5'918 CHF | 92.10% | 92.10% |
20.06.2024 | 4.76% | 0.21 CHF | 0.22 CHF | 146'933 | 25'000 | 141'280 | 24'590 | 29'845 CHF | 5'446 CHF | 98.36% | 98.36% |
19.06.2024 | 5.08% | 0.20 CHF | 0.21 CHF | 143'853 | 25'000 | 150'526 | 25'000 | 28'887 CHF | 5'055 CHF | 91.08% | 91.08% |
18.06.2024 | 4.23% | 0.21 CHF | 0.22 CHF | 146'309 | 25'000 | 137'263 | 25'000 | 31'854 CHF | 6'068 CHF | 99.89% | 99.89% |
17.06.2024 | 3.57% | 0.26 CHF | 0.27 CHF | 131'145 | 25'000 | 127'377 | 25'000 | 35'099 CHF | 7'142 CHF | 48.93% | 48.93% |
14.06.2024 | 3.24% | 0.28 CHF | 0.29 CHF | 121'748 | 25'000 | 115'055 | 25'000 | 35'064 CHF | 7'890 CHF | 98.96% | 98.96% |