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 | 0.48% | 4.87 CHF | 4.88 CHF | 43'000 | 43'000 | 19'537 | 19'537 | 94'859 CHF | 95'215 CHF | 100.00% | 100.00% |
14.06.2024 | 0.48% | 4.86 CHF | 4.87 CHF | 43'000 | 43'000 | 19'560 | 19'560 | 94'648 CHF | 95'004 CHF | 99.99% | 99.99% |
13.06.2024 | 0.47% | 4.86 CHF | 4.87 CHF | 43'000 | 43'000 | 19'333 | 19'333 | 94'541 CHF | 94'893 CHF | 99.54% | 99.54% |
12.06.2024 | 0.48% | 4.95 CHF | 4.96 CHF | 43'000 | 43'000 | 19'462 | 19'462 | 95'307 CHF | 95'661 CHF | 99.91% | 99.91% |
11.06.2024 | 0.47% | 4.81 CHF | 4.82 CHF | 43'000 | 43'000 | 19'378 | 19'378 | 94'509 CHF | 94'861 CHF | 99.86% | 99.86% |
10.06.2024 | 0.47% | 4.93 CHF | 4.94 CHF | 43'000 | 43'000 | 19'213 | 19'213 | 95'237 CHF | 95'588 CHF | 99.68% | 99.68% |
07.06.2024 | 0.47% | 4.98 CHF | 4.99 CHF | 42'000 | 42'000 | 19'269 | 19'269 | 95'248 CHF | 95'598 CHF | 99.17% | 99.17% |
05.06.2024 | 0.47% | 4.92 CHF | 4.93 CHF | 43'000 | 43'000 | 19'254 | 19'254 | 95'093 CHF | 95'444 CHF | 100.00% | 100.00% |
04.06.2024 | 0.47% | 4.91 CHF | 4.92 CHF | 43'000 | 43'000 | 19'186 | 19'186 | 94'660 CHF | 95'010 CHF | 100.00% | 100.00% |
03.06.2024 | 0.47% | 4.96 CHF | 4.97 CHF | 42'000 | 42'000 | 18'623 | 18'623 | 93'413 CHF | 93'761 CHF | 97.67% | 97.67% |