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 | 1.62% | 0.59 CHF | 0.60 CHF | 90'000 | 25'000 | 89'310 | 25'000 | 54'746 CHF | 15'578 CHF | 99.72% | 99.72% |
14.06.2024 | 1.64% | 0.61 CHF | 0.62 CHF | 90'000 | 25'000 | 90'000 | 25'000 | 54'539 CHF | 15'400 CHF | 100.00% | 100.00% |
13.06.2024 | 1.58% | 0.63 CHF | 0.64 CHF | 80'000 | 25'000 | 84'026 | 25'000 | 52'692 CHF | 15'937 CHF | 99.20% | 99.20% |
12.06.2024 | 1.62% | 0.63 CHF | 0.64 CHF | 80'000 | 25'000 | 88'283 | 24'962 | 53'911 CHF | 15'502 CHF | 91.65% | 91.65% |
11.06.2024 | 1.63% | 0.61 CHF | 0.62 CHF | 90'000 | 25'000 | 90'000 | 25'000 | 54'720 CHF | 15'450 CHF | 97.83% | 97.83% |
10.06.2024 | 1.62% | 0.61 CHF | 0.62 CHF | 90'000 | 25'000 | 90'000 | 25'000 | 55'024 CHF | 15'534 CHF | 98.64% | 98.64% |
07.06.2024 | 1.62% | 0.62 CHF | 0.63 CHF | 90'000 | 25'000 | 89'982 | 25'000 | 55'144 CHF | 15'571 CHF | 86.62% | 86.62% |
05.06.2024 | 1.62% | 0.62 CHF | 0.63 CHF | 90'000 | 25'000 | 89'705 | 25'000 | 54'842 CHF | 15'536 CHF | 99.50% | 99.50% |
04.06.2024 | 1.63% | 0.61 CHF | 0.62 CHF | 90'000 | 25'000 | 90'000 | 25'000 | 54'761 CHF | 15'461 CHF | 100.00% | 100.00% |
03.06.2024 | 1.61% | 0.60 CHF | 0.61 CHF | 90'000 | 25'000 | 87'054 | 25'000 | 53'717 CHF | 15'688 CHF | 100.00% | 100.00% |