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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.06.2024 | 0.27% | 3.75 CHF | 3.76 CHF | 684'500 | 684'500 | 683'974 | 683'974 | 2'550'570 CHF | 2'557'410 CHF | 99.97% | 99.97% |
12.06.2024 | 0.27% | 3.73 CHF | 3.74 CHF | 704'200 | 704'200 | 704'200 | 704'200 | 2'572'690 CHF | 2'579'740 CHF | 100.00% | 100.00% |
11.06.2024 | 0.28% | 3.59 CHF | 3.60 CHF | 715'300 | 715'300 | 715'300 | 715'300 | 2'539'080 CHF | 2'546'240 CHF | 100.00% | 100.00% |
10.06.2024 | 0.28% | 3.52 CHF | 3.53 CHF | 702'800 | 702'800 | 702'800 | 702'800 | 2'489'840 CHF | 2'496'870 CHF | 100.00% | 100.00% |
07.06.2024 | 0.27% | 3.62 CHF | 3.63 CHF | 686'400 | 686'400 | 686'400 | 686'400 | 2'516'800 CHF | 2'523'670 CHF | 99.97% | 99.97% |
05.06.2024 | 0.27% | 3.81 CHF | 3.82 CHF | 682'900 | 682'900 | 682'837 | 682'837 | 2'572'170 CHF | 2'579'000 CHF | 99.95% | 99.95% |
04.06.2024 | 0.27% | 3.75 CHF | 3.76 CHF | 688'100 | 688'100 | 688'100 | 688'100 | 2'582'130 CHF | 2'589'010 CHF | 100.00% | 100.00% |
03.06.2024 | 0.27% | 3.71 CHF | 3.72 CHF | 701'500 | 701'500 | 701'500 | 701'500 | 2'573'440 CHF | 2'580'460 CHF | 100.00% | 100.00% |
31.05.2024 | 0.28% | 3.65 CHF | 3.66 CHF | 705'000 | 705'000 | 705'000 | 705'000 | 2'541'450 CHF | 2'548'500 CHF | 99.95% | 99.95% |
30.05.2024 | 0.28% | 3.62 CHF | 3.63 CHF | 707'600 | 707'600 | 706'890 | 706'890 | 2'550'500 CHF | 2'557'580 CHF | 100.00% | 100.00% |