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 | 1.58% | 1.37 CHF | 1.39 CHF | 38'000 | 38'000 | 37'364 | 37'364 | 47'207 CHF | 47'954 CHF | 99.99% | 99.99% |
13.06.2024 | 0.89% | 1.12 CHF | 1.13 CHF | 47'400 | 47'400 | 47'381 | 47'381 | 53'160 CHF | 53'634 CHF | 100.00% | 100.00% |
12.06.2024 | 2.18% | 0.86 CHF | 0.88 CHF | 41'600 | 41'600 | 41'958 | 41'958 | 38'231 CHF | 39'070 CHF | 100.00% | 100.00% |
11.06.2024 | 2.12% | 0.97 CHF | 0.99 CHF | 44'400 | 44'400 | 44'066 | 44'066 | 41'116 CHF | 41'997 CHF | 99.83% | 99.83% |
10.06.2024 | 1.95% | 0.93 CHF | 0.94 CHF | 45'000 | 45'000 | 44'991 | 44'991 | 41'006 CHF | 41'811 CHF | 99.99% | 99.99% |
07.06.2024 | 1.13% | 0.90 CHF | 0.91 CHF | 48'900 | 48'900 | 48'596 | 48'596 | 42'815 CHF | 43'301 CHF | 99.99% | 99.99% |
05.06.2024 | 2.21% | 0.85 CHF | 0.87 CHF | 41'800 | 41'800 | 42'058 | 42'058 | 37'633 CHF | 38'474 CHF | 100.00% | 100.00% |
04.06.2024 | 2.05% | 0.95 CHF | 0.97 CHF | 44'600 | 44'600 | 44'764 | 44'764 | 43'019 CHF | 43'912 CHF | 99.99% | 99.99% |
03.06.2024 | 1.15% | 0.93 CHF | 0.94 CHF | 47'500 | 47'500 | 47'030 | 47'030 | 40'895 CHF | 41'365 CHF | 99.98% | 99.98% |
31.05.2024 | 1.21% | 0.82 CHF | 0.83 CHF | 52'100 | 52'100 | 52'118 | 52'118 | 42'713 CHF | 43'234 CHF | 98.89% | 98.89% |