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 | 0.71% | 11.43 CHF | 11.50 CHF | 11'200 | 11'200 | 11'002 | 10'833 | 122'297 CHF | 121'261 CHF | 99.66% | 99.66% |
12.06.2024 | 0.75% | 10.80 CHF | 10.87 CHF | 11'800 | 11'800 | 11'602 | 11'425 | 122'722 CHF | 121'766 CHF | 100.00% | 100.00% |
11.06.2024 | 0.78% | 10.20 CHF | 10.27 CHF | 12'100 | 12'100 | 11'898 | 11'715 | 119'482 CHF | 118'537 CHF | 99.99% | 99.99% |
10.06.2024 | 0.73% | 10.33 CHF | 10.40 CHF | 11'400 | 11'400 | 11'210 | 11'039 | 121'745 CHF | 120'741 CHF | 99.99% | 99.99% |
07.06.2024 | 0.73% | 10.22 CHF | 10.29 CHF | 11'000 | 11'000 | 10'815 | 10'650 | 116'795 CHF | 115'743 CHF | 100.00% | 100.00% |
05.06.2024 | 0.76% | 10.74 CHF | 10.81 CHF | 11'600 | 11'600 | 11'405 | 11'231 | 117'648 CHF | 116'666 CHF | 99.99% | 99.99% |
04.06.2024 | 0.77% | 10.14 CHF | 10.21 CHF | 11'800 | 11'800 | 11'602 | 11'425 | 118'305 CHF | 117'338 CHF | 100.00% | 100.00% |
03.06.2024 | 0.79% | 10.23 CHF | 10.29 CHF | 12'700 | 12'700 | 12'489 | 12'297 | 120'464 CHF | 119'547 CHF | 99.99% | 99.99% |
31.05.2024 | 0.74% | 9.46 CHF | 9.52 CHF | 12'900 | 12'900 | 12'685 | 12'489 | 115'801 CHF | 114'815 CHF | 99.81% | 99.81% |
30.05.2024 | 0.84% | 9.28 CHF | 9.35 CHF | 12'500 | 12'500 | 12'279 | 12'090 | 113'656 CHF | 112'754 CHF | 100.00% | 100.00% |