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 | 0.54% | 3.17 CHF | 3.18 CHF | 16'200 | 16'200 | 8'920 | 8'920 | 29'381 CHF | 29'524 CHF | 99.99% | 99.99% |
13.06.2024 | 0.68% | 3.29 CHF | 3.30 CHF | 15'200 | 15'200 | 8'396 | 8'396 | 28'699 CHF | 28'866 CHF | 99.87% | 99.87% |
12.06.2024 | 0.53% | 3.51 CHF | 3.52 CHF | 15'800 | 15'800 | 8'666 | 8'666 | 29'783 CHF | 29'922 CHF | 99.91% | 99.91% |
11.06.2024 | 0.67% | 3.36 CHF | 3.37 CHF | 15'000 | 15'000 | 8'271 | 8'271 | 28'434 CHF | 28'598 CHF | 100.00% | 100.00% |
10.06.2024 | 0.52% | 3.48 CHF | 3.49 CHF | 15'800 | 15'800 | 8'694 | 8'694 | 29'986 CHF | 30'125 CHF | 99.86% | 99.86% |
07.06.2024 | 0.56% | 3.73 CHF | 3.74 CHF | 12'400 | 12'400 | 6'356 | 6'356 | 25'709 CHF | 25'835 CHF | 99.83% | 99.83% |
05.06.2024 | 0.60% | 3.93 CHF | 3.94 CHF | 13'200 | 13'200 | 7'783 | 7'783 | 30'202 CHF | 30'357 CHF | 99.80% | 99.80% |
04.06.2024 | 0.52% | 3.88 CHF | 3.89 CHF | 11'800 | 11'800 | 6'171 | 6'171 | 26'568 CHF | 26'689 CHF | 99.24% | 99.24% |
03.06.2024 | 0.55% | 4.86 CHF | 4.87 CHF | 11'500 | 11'500 | 5'629 | 5'629 | 25'704 CHF | 25'832 CHF | 87.58% | 87.58% |
31.05.2024 | 0.51% | 4.53 CHF | 4.54 CHF | 11'700 | 11'700 | 6'377 | 6'377 | 29'235 CHF | 29'362 CHF | 98.35% | 98.35% |