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 | 0.08% | 19.16 CHF | 19.17 CHF | 65'000 | 65'000 | 29'425 | 29'425 | 565'236 CHF | 565'636 CHF | 99.87% | 99.87% |
12.06.2024 | 0.06% | 18.54 CHF | 18.55 CHF | 65'000 | 65'000 | 30'624 | 30'624 | 559'400 CHF | 559'706 CHF | 99.98% | 99.98% |
11.06.2024 | 0.06% | 17.92 CHF | 17.93 CHF | 70'000 | 70'000 | 31'488 | 31'488 | 567'529 CHF | 567'844 CHF | 99.99% | 99.99% |
10.06.2024 | 0.06% | 18.12 CHF | 18.13 CHF | 70'000 | 70'000 | 31'147 | 31'147 | 553'912 CHF | 554'224 CHF | 99.66% | 99.66% |
07.06.2024 | 0.06% | 17.55 CHF | 17.56 CHF | 71'000 | 71'000 | 31'378 | 31'378 | 554'523 CHF | 554'837 CHF | 99.84% | 99.84% |
05.06.2024 | 0.06% | 17.68 CHF | 17.69 CHF | 70'000 | 70'000 | 31'878 | 31'878 | 554'298 CHF | 554'618 CHF | 99.99% | 99.99% |
04.06.2024 | 0.06% | 16.60 CHF | 16.61 CHF | 74'000 | 74'000 | 33'186 | 33'186 | 554'646 CHF | 554'978 CHF | 99.91% | 99.91% |
03.06.2024 | 0.06% | 16.40 CHF | 16.41 CHF | 75'000 | 75'000 | 33'887 | 33'887 | 561'142 CHF | 561'482 CHF | 99.99% | 99.99% |
31.05.2024 | 0.06% | 15.97 CHF | 15.98 CHF | 76'000 | 76'000 | 34'136 | 34'136 | 553'902 CHF | 554'243 CHF | 98.34% | 98.34% |
30.05.2024 | 0.06% | 16.65 CHF | 16.66 CHF | 74'000 | 74'000 | 32'772 | 32'772 | 552'636 CHF | 552'964 CHF | 99.94% | 99.94% |