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 | 1.13% | 11.86 CHF | 11.88 CHF | 6'200 | 6'200 | 2'804 | 2'804 | 34'483 CHF | 34'755 CHF | 97.24% | 97.24% |
12.06.2024 | 1.13% | 12.91 CHF | 12.93 CHF | 6'100 | 6'100 | 2'730 | 2'730 | 35'393 CHF | 35'660 CHF | 99.88% | 99.88% |
11.06.2024 | 1.16% | 12.67 CHF | 12.69 CHF | 6'000 | 6'000 | 2'693 | 2'693 | 33'961 CHF | 34'230 CHF | 99.99% | 99.99% |
10.06.2024 | 1.16% | 13.02 CHF | 13.04 CHF | 6'000 | 6'000 | 2'660 | 2'660 | 34'233 CHF | 34'501 CHF | 99.47% | 99.47% |
07.06.2024 | 1.13% | 13.18 CHF | 13.20 CHF | 6'000 | 6'000 | 2'770 | 2'770 | 35'426 CHF | 35'699 CHF | 99.09% | 99.09% |
05.06.2024 | 1.13% | 12.69 CHF | 12.71 CHF | 6'100 | 6'100 | 2'772 | 2'772 | 35'140 CHF | 35'415 CHF | 99.67% | 99.67% |
04.06.2024 | 1.14% | 12.51 CHF | 12.53 CHF | 6'000 | 6'000 | 2'675 | 2'675 | 34'250 CHF | 34'517 CHF | 99.08% | 99.08% |
03.06.2024 | 1.46% | 13.16 CHF | 13.18 CHF | 5'500 | 5'500 | 1'472 | 1'472 | 20'419 CHF | 20'515 CHF | 99.50% | 99.50% |
31.05.2024 | 1.15% | 14.36 CHF | 14.38 CHF | 5'300 | 5'300 | 2'400 | 2'400 | 35'039 CHF | 35'314 CHF | 98.71% | 98.71% |
30.05.2024 | 1.13% | 15.25 CHF | 15.27 CHF | 5'300 | 5'300 | 2'425 | 2'425 | 36'164 CHF | 36'437 CHF | 99.92% | 99.92% |