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 | 0.28% | 3.68 CHF | 3.69 CHF | 70'000 | 70'000 | 68'782 | 67'731 | 252'446 CHF | 249'403 CHF | 99.99% | 99.99% |
14.06.2024 | 0.29% | 3.49 CHF | 3.50 CHF | 70'000 | 70'000 | 68'815 | 67'764 | 242'400 CHF | 239'400 CHF | 100.00% | 100.00% |
13.06.2024 | 0.29% | 3.56 CHF | 3.57 CHF | 70'000 | 70'000 | 68'778 | 67'728 | 248'612 CHF | 245'437 CHF | 100.00% | 100.00% |
12.06.2024 | 0.28% | 3.64 CHF | 3.65 CHF | 70'000 | 70'000 | 68'813 | 67'763 | 254'256 CHF | 250'946 CHF | 100.00% | 100.00% |
11.06.2024 | 0.27% | 3.79 CHF | 3.80 CHF | 70'000 | 70'000 | 68'820 | 67'769 | 261'532 CHF | 258'180 CHF | 100.00% | 100.00% |
10.06.2024 | 0.28% | 3.76 CHF | 3.77 CHF | 70'000 | 70'000 | 68'818 | 67'768 | 252'751 CHF | 249'518 CHF | 100.00% | 100.00% |
07.06.2024 | 0.28% | 3.77 CHF | 3.78 CHF | 70'000 | 70'000 | 68'817 | 67'767 | 251'694 CHF | 248'592 CHF | 100.00% | 100.00% |
05.06.2024 | 0.28% | 3.68 CHF | 3.69 CHF | 70'000 | 70'000 | 68'798 | 67'748 | 257'413 CHF | 254'165 CHF | 100.00% | 100.00% |
04.06.2024 | 0.27% | 3.76 CHF | 3.77 CHF | 70'000 | 70'000 | 68'828 | 67'778 | 259'157 CHF | 255'861 CHF | 100.00% | 100.00% |
03.06.2024 | 0.26% | 3.78 CHF | 3.79 CHF | 70'000 | 70'000 | 68'813 | 67'763 | 269'337 CHF | 265'833 CHF | 99.99% | 99.99% |