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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.06.2024 | 0.10% | 19.27 CHF | 19.29 CHF | 61'000 | 61'000 | 29'870 | 29'870 | 588'857 CHF | 589'456 CHF | 99.20% | 99.20% |
12.06.2024 | 0.12% | 18.23 CHF | 18.25 CHF | 64'000 | 64'000 | 32'531 | 32'531 | 574'733 CHF | 575'386 CHF | 99.82% | 99.82% |
11.06.2024 | 0.11% | 17.32 CHF | 17.34 CHF | 66'000 | 66'000 | 32'654 | 32'654 | 578'076 CHF | 578'731 CHF | 99.89% | 99.89% |
10.06.2024 | 0.11% | 18.23 CHF | 18.25 CHF | 64'000 | 64'000 | 31'703 | 31'703 | 581'246 CHF | 581'882 CHF | 100.00% | 100.00% |
07.06.2024 | 0.11% | 18.45 CHF | 18.47 CHF | 63'000 | 63'000 | 31'508 | 31'508 | 579'217 CHF | 579'849 CHF | 99.92% | 99.92% |
05.06.2024 | 0.11% | 17.96 CHF | 17.98 CHF | 64'000 | 64'000 | 32'378 | 32'378 | 582'421 CHF | 583'071 CHF | 99.94% | 99.94% |
04.06.2024 | 0.11% | 17.95 CHF | 17.97 CHF | 64'000 | 64'000 | 31'759 | 31'759 | 576'388 CHF | 577'024 CHF | 99.65% | 99.65% |
03.06.2024 | 0.11% | 18.53 CHF | 18.55 CHF | 63'000 | 63'000 | 31'063 | 31'063 | 582'055 CHF | 582'678 CHF | 99.86% | 99.86% |
31.05.2024 | 0.11% | 18.32 CHF | 18.34 CHF | 64'000 | 64'000 | 31'051 | 31'051 | 579'208 CHF | 579'830 CHF | 98.23% | 98.23% |
30.05.2024 | 0.11% | 18.35 CHF | 18.37 CHF | 63'000 | 63'000 | 30'890 | 30'890 | 577'720 CHF | 578'339 CHF | 99.92% | 99.92% |