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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.06.2024 | 1.25% | 4.13 CHF | 4.18 CHF | 24'000 | 24'000 | 24'000 | 24'000 | 99'114 CHF | 100'345 CHF | 99.98% | 99.98% |
13.06.2024 | 1.03% | 5.77 CHF | 5.85 CHF | 15'900 | 15'900 | 15'888 | 15'888 | 124'788 CHF | 126'060 CHF | 98.74% | 98.74% |
12.06.2024 | 0.73% | 9.76 CHF | 9.83 CHF | 17'500 | 17'500 | 17'500 | 17'500 | 168'183 CHF | 169'408 CHF | 99.99% | 99.99% |
11.06.2024 | 1.03% | 8.62 CHF | 8.72 CHF | 12'200 | 12'200 | 12'200 | 12'200 | 119'905 CHF | 121'125 CHF | 99.98% | 99.98% |
10.06.2024 | 1.00% | 12.00 CHF | 12.12 CHF | 10'200 | 10'200 | 10'200 | 10'200 | 122'513 CHF | 123'737 CHF | 99.99% | 99.99% |
07.06.2024 | 0.79% | 15.42 CHF | 15.54 CHF | 10'300 | 10'300 | 10'300 | 10'300 | 155'878 CHF | 157'114 CHF | 99.90% | 99.90% |
05.06.2024 | 0.83% | 12.71 CHF | 12.82 CHF | 11'800 | 11'800 | 11'799 | 11'799 | 155'461 CHF | 156'759 CHF | 100.00% | 100.00% |
04.06.2024 | 1.08% | 13.05 CHF | 13.20 CHF | 8'400 | 8'400 | 8'400 | 8'400 | 116'775 CHF | 118'035 CHF | 99.92% | 99.92% |
03.06.2024 | 0.74% | 19.05 CHF | 19.20 CHF | 8'600 | 8'600 | 8'600 | 8'600 | 173'899 CHF | 175'189 CHF | 99.86% | 99.86% |
31.05.2024 | 0.79% | 18.50 CHF | 18.65 CHF | 8'600 | 8'600 | 8'600 | 8'600 | 162'078 CHF | 163'368 CHF | 99.96% | 99.96% |