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 | 1.19% | 0.72 CHF | 0.73 CHF | 689'800 | 689'800 | 689'153 | 689'153 | 577'496 CHF | 584'394 CHF | 96.49% | 96.49% |
12.06.2024 | 1.07% | 0.97 CHF | 0.98 CHF | 761'700 | 761'700 | 761'698 | 761'698 | 708'697 CHF | 716'314 CHF | 99.34% | 99.34% |
11.06.2024 | 1.06% | 0.87 CHF | 0.88 CHF | 647'900 | 647'900 | 647'900 | 647'900 | 612'584 CHF | 619'063 CHF | 100.00% | 100.00% |
10.06.2024 | 1.02% | 0.99 CHF | 1.00 CHF | 552'400 | 552'400 | 552'400 | 552'400 | 537'138 CHF | 542'662 CHF | 100.00% | 100.00% |
07.06.2024 | 0.82% | 1.26 CHF | 1.27 CHF | 522'500 | 522'500 | 522'500 | 522'500 | 636'235 CHF | 641'460 CHF | 99.97% | 99.97% |
05.06.2024 | 0.80% | 1.26 CHF | 1.27 CHF | 597'200 | 597'200 | 597'158 | 597'158 | 743'684 CHF | 749'656 CHF | 100.00% | 100.00% |
04.06.2024 | 0.85% | 1.14 CHF | 1.15 CHF | 549'300 | 549'300 | 549'300 | 549'300 | 642'991 CHF | 648'484 CHF | 100.00% | 100.00% |
03.06.2024 | 0.76% | 1.27 CHF | 1.28 CHF | 550'900 | 550'900 | 550'899 | 550'899 | 720'602 CHF | 726'111 CHF | 98.99% | 98.99% |
31.05.2024 | 0.81% | 1.25 CHF | 1.26 CHF | 562'700 | 562'700 | 562'700 | 562'700 | 695'170 CHF | 700'797 CHF | 99.95% | 99.95% |
30.05.2024 | 0.83% | 1.23 CHF | 1.24 CHF | 595'700 | 595'700 | 595'112 | 595'112 | 711'264 CHF | 717'221 CHF | 100.00% | 100.00% |