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 | 0,76% | 101,40 % | 102,17 % | 197 000 | 195 000 | 197 000 | 195 000 | 199 782 CHF | 199 255 CHF | 99,99% | 99,99% |
13/06/2024 | 0,76% | 101,52 % | 102,29 % | 197 000 | 195 000 | 196 880 | 195 000 | 199 880 CHF | 199 472 CHF | 100,00% | 100,00% |
12/06/2024 | 0,76% | 101,53 % | 102,30 % | 196 000 | 195 000 | 196 619 | 195 000 | 199 605 CHF | 199 463 CHF | 99,99% | 99,99% |
11/06/2024 | 0,76% | 101,53 % | 102,30 % | 196 000 | 195 000 | 196 011 | 195 000 | 199 074 CHF | 199 548 CHF | 100,00% | 100,00% |
10/06/2024 | 0,76% | 101,58 % | 102,35 % | 196 000 | 195 000 | 196 000 | 195 000 | 199 097 CHF | 199 582 CHF | 100,00% | 100,00% |
07/06/2024 | 0,76% | 101,53 % | 102,30 % | 196 000 | 195 000 | 196 341 | 195 000 | 199 340 CHF | 199 480 CHF | 100,00% | 100,00% |
05/06/2024 | 0,76% | 101,28 % | 102,05 % | 197 000 | 195 000 | 197 000 | 195 000 | 199 522 CHF | 198 998 CHF | 100,00% | 100,00% |
04/06/2024 | 0,76% | 101,27 % | 102,04 % | 197 000 | 196 000 | 197 000 | 195 898 | 199 453 CHF | 199 846 CHF | 99,99% | 99,99% |
03/06/2024 | 0,76% | 101,25 % | 102,02 % | 197 000 | 196 000 | 197 000 | 195 647 | 199 511 CHF | 199 647 CHF | 100,00% | 100,00% |
31/05/2024 | 0,76% | 101,25 % | 102,02 % | 197 000 | 196 000 | 197 000 | 196 000 | 199 462 CHF | 199 959 CHF | 100,00% | 100,00% |