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 | 22,19% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 994 881 | 250 000 | 39 865 CHF | 12 517 CHF | 99,04% | 99,04% |
26/06/2024 | 22,22% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 986 633 | 250 000 | 39 465 CHF | 12 500 CHF | 95,37% | 95,37% |
25/06/2024 | 22,17% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 996 597 | 250 000 | 39 986 CHF | 12 531 CHF | 99,38% | 99,38% |
24/06/2024 | 20,87% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 43 047 CHF | 13 262 CHF | 99,39% | 99,39% |
21/06/2024 | 20,07% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 44 838 CHF | 13 710 CHF | 98,92% | 98,92% |
20/06/2024 | 20,87% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 43 050 CHF | 13 262 CHF | 99,00% | 99,00% |
19/06/2024 | 21,52% | 0,04 CHF | 0,05 CHF | 1 000 000 | 250 000 | 1 000 000 | 250 000 | 41 584 CHF | 12 896 CHF | 98,67% | 98,67% |
18/06/2024 | 19,90% | 0,05 CHF | 0,06 CHF | 1 000 000 | 250 000 | 1 000 000 | 266 494 | 45 281 CHF | 14 789 CHF | 99,09% | 99,09% |
17/06/2024 | 18,54% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 992 150 | 447 371 | 48 633 CHF | 26 565 CHF | 99,38% | 99,38% |
14/06/2024 | 18,32% | 0,05 CHF | 0,06 CHF | 1 000 000 | 500 000 | 1 000 000 | 475 659 | 49 610 CHF | 28 430 CHF | 99,18% | 99,18% |