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% | 37.08 CHF | 37.09 CHF | 50'000 | 50'000 | 12'306 | 12'306 | 456'868 CHF | 457'031 CHF | 92.56% | 92.56% |
12.06.2024 | 0.03% | 35.83 CHF | 35.84 CHF | 50'000 | 50'000 | 20'740 | 20'740 | 733'518 CHF | 733'726 CHF | 97.44% | 97.44% |
11.06.2024 | 0.03% | 34.60 CHF | 34.61 CHF | 50'000 | 50'000 | 20'676 | 20'676 | 719'756 CHF | 719'963 CHF | 85.66% | 85.66% |
10.06.2024 | 0.03% | 35.00 CHF | 35.01 CHF | 50'000 | 50'000 | 20'924 | 20'924 | 718'187 CHF | 718'397 CHF | 93.80% | 93.80% |
07.06.2024 | 0.04% | 33.86 CHF | 33.87 CHF | 50'000 | 50'000 | 19'706 | 19'706 | 672'332 CHF | 672'535 CHF | 96.74% | 96.74% |
05.06.2024 | 0.03% | 34.13 CHF | 34.14 CHF | 50'000 | 50'000 | 20'737 | 20'737 | 696'506 CHF | 696'714 CHF | 97.92% | 97.92% |
04.06.2024 | 0.03% | 31.99 CHF | 32.00 CHF | 50'000 | 50'000 | 20'877 | 20'877 | 672'376 CHF | 672'585 CHF | 96.82% | 96.82% |
03.06.2024 | 0.03% | 31.57 CHF | 31.58 CHF | 50'000 | 50'000 | 20'653 | 20'653 | 658'857 CHF | 659'064 CHF | 99.38% | 99.38% |
31.05.2024 | 0.03% | 30.71 CHF | 30.72 CHF | 50'000 | 50'000 | 20'839 | 20'839 | 650'478 CHF | 650'686 CHF | 96.75% | 96.75% |
30.05.2024 | 0.03% | 32.07 CHF | 32.08 CHF | 50'000 | 50'000 | 20'712 | 20'712 | 672'982 CHF | 673'190 CHF | 98.89% | 98.89% |