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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.06.2024 | 0.29% | 3.55 CHF | 3.56 CHF | 70'000 | 70'000 | 68'758 | 67'707 | 244'595 CHF | 241'420 CHF | 100.00% | 100.00% |
14.06.2024 | 0.28% | 3.73 CHF | 3.74 CHF | 70'000 | 70'000 | 68'815 | 67'764 | 255'450 CHF | 252'190 CHF | 100.00% | 100.00% |
13.06.2024 | 0.28% | 3.70 CHF | 3.71 CHF | 70'000 | 70'000 | 68'779 | 67'728 | 250'862 CHF | 247'759 CHF | 100.00% | 100.00% |
12.06.2024 | 0.29% | 3.59 CHF | 3.60 CHF | 70'000 | 70'000 | 68'813 | 67'763 | 244'929 CHF | 241'953 CHF | 100.00% | 100.00% |
11.06.2024 | 0.30% | 3.51 CHF | 3.52 CHF | 70'000 | 70'000 | 68'820 | 67'769 | 239'261 CHF | 236'336 CHF | 100.00% | 100.00% |
10.06.2024 | 0.29% | 3.52 CHF | 3.53 CHF | 70'000 | 70'000 | 68'817 | 67'767 | 247'992 CHF | 244'929 CHF | 100.00% | 100.00% |
07.06.2024 | 0.29% | 3.50 CHF | 3.51 CHF | 70'000 | 70'000 | 68'817 | 67'767 | 246'537 CHF | 243'416 CHF | 99.99% | 99.99% |
05.06.2024 | 0.29% | 3.58 CHF | 3.59 CHF | 70'000 | 70'000 | 68'797 | 67'747 | 241'126 CHF | 238'130 CHF | 100.00% | 100.00% |
04.06.2024 | 0.30% | 3.47 CHF | 3.48 CHF | 70'000 | 70'000 | 68'827 | 67'777 | 240'239 CHF | 237'253 CHF | 100.00% | 100.00% |
03.06.2024 | 0.30% | 3.50 CHF | 3.51 CHF | 70'000 | 70'000 | 68'813 | 67'763 | 234'546 CHF | 231'709 CHF | 99.99% | 99.99% |