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 | 0.98% | 1.01 CHF | 1.02 CHF | 82'000 | 82'000 | 81'820 | 81'820 | 83'260 CHF | 84'079 CHF | 100.00% | 100.00% |
14.06.2024 | 1.02% | 1.00 CHF | 1.01 CHF | 81'000 | 81'000 | 80'947 | 80'947 | 79'177 CHF | 79'987 CHF | 100.00% | 100.00% |
13.06.2024 | 1.05% | 0.92 CHF | 0.93 CHF | 80'000 | 80'000 | 80'171 | 80'171 | 75'999 CHF | 76'801 CHF | 100.00% | 100.00% |
12.06.2024 | 1.09% | 0.91 CHF | 0.92 CHF | 79'000 | 79'000 | 79'138 | 79'138 | 71'914 CHF | 72'705 CHF | 99.97% | 99.97% |
11.06.2024 | 1.06% | 0.95 CHF | 0.96 CHF | 80'000 | 80'000 | 80'017 | 80'017 | 75'409 CHF | 76'210 CHF | 100.00% | 100.00% |
10.06.2024 | 1.03% | 0.95 CHF | 0.96 CHF | 80'000 | 80'000 | 80'663 | 80'663 | 77'897 CHF | 78'704 CHF | 99.99% | 99.99% |
07.06.2024 | 1.05% | 0.92 CHF | 0.93 CHF | 80'000 | 80'000 | 80'185 | 80'185 | 75'983 CHF | 76'785 CHF | 100.00% | 100.00% |
05.06.2024 | 1.14% | 0.91 CHF | 0.92 CHF | 79'000 | 79'000 | 78'287 | 78'287 | 68'258 CHF | 69'041 CHF | 100.00% | 100.00% |
04.06.2024 | 1.18% | 0.82 CHF | 0.83 CHF | 78'000 | 78'000 | 77'961 | 77'961 | 65'679 CHF | 66'458 CHF | 99.98% | 99.98% |
03.06.2024 | 1.23% | 0.83 CHF | 0.84 CHF | 78'000 | 78'000 | 77'008 | 77'008 | 62'021 CHF | 62'791 CHF | 99.99% | 99.99% |