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 |
---|---|---|---|---|---|---|---|---|---|---|---|
11.06.2024 | 0.43% | 5.34 CHF | 5.35 CHF | 37'000 | 37'000 | 17'198 | 17'198 | 92'022 CHF | 92'336 CHF | 99.86% | 99.86% |
10.06.2024 | 0.43% | 5.38 CHF | 5.39 CHF | 37'000 | 37'000 | 16'994 | 16'994 | 91'993 CHF | 92'306 CHF | 99.90% | 99.90% |
07.06.2024 | 0.43% | 5.50 CHF | 5.51 CHF | 37'000 | 37'000 | 17'009 | 17'009 | 93'103 CHF | 93'416 CHF | 99.99% | 99.99% |
05.06.2024 | 0.43% | 5.55 CHF | 5.56 CHF | 37'000 | 37'000 | 16'992 | 16'992 | 93'156 CHF | 93'469 CHF | 99.99% | 99.99% |
04.06.2024 | 0.43% | 5.39 CHF | 5.40 CHF | 37'000 | 37'000 | 17'004 | 17'004 | 91'986 CHF | 92'299 CHF | 99.99% | 99.99% |
03.06.2024 | 0.42% | 5.41 CHF | 5.42 CHF | 37'000 | 37'000 | 17'004 | 17'004 | 93'221 CHF | 93'534 CHF | 100.00% | 100.00% |
31.05.2024 | 0.43% | 5.44 CHF | 5.45 CHF | 37'000 | 37'000 | 17'065 | 17'065 | 92'478 CHF | 92'791 CHF | 97.26% | 97.26% |
30.05.2024 | 0.42% | 5.42 CHF | 5.43 CHF | 37'000 | 37'000 | 16'937 | 16'937 | 92'535 CHF | 92'845 CHF | 99.74% | 99.74% |
29.05.2024 | 0.42% | 5.53 CHF | 5.54 CHF | 36'000 | 36'000 | 16'188 | 16'188 | 89'732 CHF | 90'026 CHF | 99.57% | 99.57% |
28.05.2024 | 0.41% | 5.66 CHF | 5.67 CHF | 36'000 | 36'000 | 16'258 | 16'258 | 91'414 CHF | 91'709 CHF | 99.90% | 99.90% |