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 | 0.18% | 10.96 CHF | 10.98 CHF | 63'000 | 63'000 | 31'148 | 31'148 | 356'915 CHF | 357'540 CHF | 99.83% | 99.83% |
13.06.2024 | 0.17% | 11.68 CHF | 11.70 CHF | 61'000 | 61'000 | 29'986 | 29'986 | 363'255 CHF | 363'857 CHF | 99.61% | 99.61% |
12.06.2024 | 0.21% | 10.65 CHF | 10.67 CHF | 64'000 | 64'000 | 32'561 | 32'561 | 327'883 CHF | 328'536 CHF | 99.91% | 99.91% |
11.06.2024 | 0.20% | 9.67 CHF | 9.69 CHF | 66'000 | 66'000 | 32'687 | 32'687 | 329'235 CHF | 329'890 CHF | 99.99% | 99.99% |
10.06.2024 | 0.19% | 10.60 CHF | 10.62 CHF | 64'000 | 64'000 | 31'703 | 31'703 | 339'737 CHF | 340'373 CHF | 100.00% | 100.00% |
07.06.2024 | 0.19% | 10.85 CHF | 10.87 CHF | 63'000 | 63'000 | 31'511 | 31'511 | 340'391 CHF | 341'023 CHF | 99.93% | 99.93% |
05.06.2024 | 0.20% | 10.38 CHF | 10.40 CHF | 64'000 | 64'000 | 32'385 | 32'385 | 337'197 CHF | 337'847 CHF | 99.96% | 99.96% |
04.06.2024 | 0.19% | 10.39 CHF | 10.41 CHF | 64'000 | 64'000 | 31'779 | 31'779 | 336'072 CHF | 336'709 CHF | 99.82% | 99.82% |
03.06.2024 | 0.18% | 10.94 CHF | 10.96 CHF | 63'000 | 63'000 | 31'097 | 31'097 | 345'405 CHF | 346'029 CHF | 99.98% | 99.98% |
31.05.2024 | 0.19% | 10.67 CHF | 10.69 CHF | 64'000 | 64'000 | 31'074 | 31'074 | 341'791 CHF | 342'414 CHF | 98.33% | 98.33% |