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 | 0.67% | 11.26 CHF | 11.35 CHF | 14'400 | 14'400 | 14'390 | 14'390 | 194'320 CHF | 195'616 CHF | 98.73% | 98.73% |
12.06.2024 | 0.52% | 15.54 CHF | 15.62 CHF | 15'400 | 15'400 | 15'400 | 15'400 | 236'671 CHF | 237'903 CHF | 99.99% | 99.99% |
11.06.2024 | 0.65% | 14.27 CHF | 14.37 CHF | 12'400 | 12'400 | 12'400 | 12'400 | 191'189 CHF | 192'429 CHF | 99.99% | 99.99% |
10.06.2024 | 0.63% | 17.53 CHF | 17.64 CHF | 11'100 | 11'100 | 11'100 | 11'100 | 194'767 CHF | 195'988 CHF | 99.99% | 99.99% |
07.06.2024 | 0.54% | 20.61 CHF | 20.72 CHF | 11'200 | 11'200 | 11'200 | 11'200 | 228'054 CHF | 229'286 CHF | 99.92% | 99.92% |
05.06.2024 | 0.54% | 18.08 CHF | 18.18 CHF | 12'200 | 12'200 | 12'199 | 12'199 | 225'808 CHF | 227'028 CHF | 100.00% | 100.00% |
04.06.2024 | 0.68% | 18.39 CHF | 18.52 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 191'057 CHF | 192'357 CHF | 99.92% | 99.92% |
03.06.2024 | 0.53% | 23.33 CHF | 23.46 CHF | 10'100 | 10'100 | 10'100 | 10'100 | 245'500 CHF | 246'813 CHF | 99.86% | 99.86% |
31.05.2024 | 0.56% | 22.92 CHF | 23.05 CHF | 10'100 | 10'100 | 10'100 | 10'100 | 234'432 CHF | 235'745 CHF | 99.95% | 99.95% |
30.05.2024 | 0.54% | 22.77 CHF | 22.89 CHF | 11'200 | 11'200 | 11'192 | 11'192 | 249'666 CHF | 251'009 CHF | 100.00% | 100.00% |