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 |
---|---|---|---|---|---|---|---|---|---|---|---|
12.06.2024 | 0.36% | 8.43 CHF | 8.44 CHF | 50'000 | 50'000 | 21'885 | 21'885 | 186'532 CHF | 187'039 CHF | 99.95% | 99.95% |
11.06.2024 | 0.36% | 8.49 CHF | 8.50 CHF | 48'000 | 48'000 | 21'732 | 21'732 | 185'208 CHF | 185'713 CHF | 99.35% | 99.35% |
10.06.2024 | 0.36% | 8.50 CHF | 8.51 CHF | 48'000 | 48'000 | 21'598 | 21'598 | 186'674 CHF | 187'179 CHF | 99.68% | 99.68% |
07.06.2024 | 0.36% | 8.74 CHF | 8.75 CHF | 48'000 | 48'000 | 21'671 | 21'671 | 187'725 CHF | 188'230 CHF | 99.98% | 99.98% |
05.06.2024 | 0.37% | 8.50 CHF | 8.51 CHF | 48'000 | 48'000 | 22'578 | 22'578 | 190'331 CHF | 190'861 CHF | 99.86% | 99.86% |
04.06.2024 | 0.37% | 8.35 CHF | 8.36 CHF | 50'000 | 50'000 | 22'800 | 22'800 | 189'838 CHF | 190'368 CHF | 97.86% | 97.86% |
03.06.2024 | 0.36% | 8.32 CHF | 8.33 CHF | 50'000 | 50'000 | 22'110 | 22'110 | 186'966 CHF | 187'475 CHF | 99.57% | 99.57% |
31.05.2024 | 0.37% | 8.38 CHF | 8.39 CHF | 50'000 | 50'000 | 21'970 | 21'970 | 185'218 CHF | 185'725 CHF | 95.83% | 95.83% |
30.05.2024 | 0.37% | 8.45 CHF | 8.46 CHF | 48'000 | 48'000 | 22'562 | 22'562 | 189'667 CHF | 190'197 CHF | 99.77% | 99.77% |
29.05.2024 | 0.37% | 8.49 CHF | 8.50 CHF | 48'000 | 48'000 | 21'571 | 21'571 | 182'941 CHF | 183'446 CHF | 99.59% | 99.59% |