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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.06.2024 | 0.05% | 34.40 CHF | 34.41 CHF | 25'000 | 25'000 | 14'153 | 14'153 | 484'162 CHF | 484'391 CHF | 99.95% | 99.95% |
13.06.2024 | 0.05% | 34.54 CHF | 34.55 CHF | 25'000 | 25'000 | 13'895 | 13'895 | 478'183 CHF | 478'407 CHF | 99.54% | 99.54% |
12.06.2024 | 0.05% | 33.99 CHF | 34.00 CHF | 26'000 | 26'000 | 14'580 | 14'580 | 494'643 CHF | 494'878 CHF | 99.45% | 99.45% |
11.06.2024 | 0.05% | 33.38 CHF | 33.39 CHF | 26'000 | 26'000 | 14'695 | 14'695 | 488'637 CHF | 488'874 CHF | 99.24% | 99.24% |
10.06.2024 | 0.05% | 33.23 CHF | 33.24 CHF | 26'000 | 26'000 | 14'649 | 14'649 | 484'198 CHF | 484'435 CHF | 100.00% | 100.00% |
07.06.2024 | 0.05% | 32.97 CHF | 32.98 CHF | 26'000 | 26'000 | 14'613 | 14'613 | 480'433 CHF | 480'669 CHF | 99.48% | 99.48% |
05.06.2024 | 0.06% | 32.56 CHF | 32.57 CHF | 27'000 | 27'000 | 15'106 | 15'106 | 487'469 CHF | 487'713 CHF | 99.98% | 99.98% |
04.06.2024 | 0.06% | 31.66 CHF | 31.67 CHF | 27'000 | 27'000 | 15'062 | 15'062 | 478'667 CHF | 478'909 CHF | 99.95% | 99.95% |
03.06.2024 | 0.10% | 31.89 CHF | 31.90 CHF | 27'000 | 27'000 | 15'075 | 15'075 | 487'354 CHF | 487'751 CHF | 98.57% | 98.57% |
31.05.2024 | 0.10% | 31.68 CHF | 31.69 CHF | 27'000 | 27'000 | 15'062 | 15'062 | 486'290 CHF | 486'684 CHF | 98.01% | 98.01% |