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 | 0.43% | 2.47 CHF | 2.48 CHF | 70'000 | 70'000 | 68'778 | 67'728 | 166'855 CHF | 165'034 CHF | 99.99% | 99.99% |
12.06.2024 | 0.44% | 2.37 CHF | 2.38 CHF | 70'000 | 70'000 | 68'813 | 67'763 | 160'995 CHF | 159'300 CHF | 100.00% | 100.00% |
11.06.2024 | 0.46% | 2.28 CHF | 2.29 CHF | 70'000 | 70'000 | 68'820 | 67'769 | 155'264 CHF | 153'621 CHF | 100.00% | 100.00% |
10.06.2024 | 0.43% | 2.30 CHF | 2.31 CHF | 70'000 | 70'000 | 68'817 | 67'765 | 164'072 CHF | 162'290 CHF | 99.92% | 99.92% |
07.06.2024 | 0.44% | 2.28 CHF | 2.29 CHF | 70'000 | 70'000 | 68'817 | 67'767 | 163'057 CHF | 161'207 CHF | 100.00% | 100.00% |
05.06.2024 | 0.45% | 2.36 CHF | 2.37 CHF | 70'000 | 70'000 | 68'797 | 67'747 | 157'626 CHF | 155'900 CHF | 100.00% | 100.00% |
04.06.2024 | 0.45% | 2.26 CHF | 2.27 CHF | 70'000 | 70'000 | 68'827 | 67'776 | 156'377 CHF | 154'673 CHF | 100.00% | 100.00% |
03.06.2024 | 0.47% | 2.28 CHF | 2.29 CHF | 70'000 | 70'000 | 68'813 | 67'763 | 149'959 CHF | 148'414 CHF | 100.00% | 100.00% |
31.05.2024 | 0.49% | 2.15 CHF | 2.16 CHF | 70'000 | 70'000 | 68'808 | 67'756 | 143'881 CHF | 142'381 CHF | 99.81% | 99.81% |
30.05.2024 | 0.49% | 2.12 CHF | 2.13 CHF | 70'000 | 70'000 | 68'820 | 67'770 | 145'639 CHF | 144'071 CHF | 100.00% | 100.00% |