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 | 0.81% | 2.69 CHF | 2.70 CHF | 92'000 | 92'000 | 28'991 | 28'991 | 79'732 CHF | 80'157 CHF | 99.82% | 99.82% |
12.06.2024 | 0.63% | 2.88 CHF | 2.89 CHF | 90'000 | 90'000 | 28'731 | 28'731 | 82'572 CHF | 82'951 CHF | 100.00% | 100.00% |
11.06.2024 | 0.64% | 2.85 CHF | 2.86 CHF | 90'000 | 90'000 | 28'744 | 28'744 | 81'391 CHF | 81'770 CHF | 100.00% | 100.00% |
10.06.2024 | 0.65% | 2.78 CHF | 2.79 CHF | 92'000 | 92'000 | 29'860 | 29'860 | 82'670 CHF | 83'068 CHF | 99.89% | 99.89% |
07.06.2024 | 0.65% | 2.73 CHF | 2.74 CHF | 92'000 | 92'000 | 29'752 | 29'752 | 82'093 CHF | 82'488 CHF | 100.00% | 100.00% |
05.06.2024 | 0.64% | 2.74 CHF | 2.75 CHF | 92'000 | 92'000 | 29'901 | 29'901 | 82'930 CHF | 83'328 CHF | 99.98% | 99.98% |
04.06.2024 | 0.66% | 2.78 CHF | 2.79 CHF | 92'000 | 92'000 | 29'956 | 29'956 | 82'721 CHF | 83'120 CHF | 99.98% | 99.98% |
03.06.2024 | 0.80% | 2.73 CHF | 2.74 CHF | 92'000 | 92'000 | 28'052 | 28'052 | 77'164 CHF | 77'529 CHF | 99.84% | 99.84% |
31.05.2024 | 0.65% | 2.67 CHF | 2.68 CHF | 92'000 | 92'000 | 29'959 | 29'959 | 81'182 CHF | 81'578 CHF | 98.35% | 98.35% |
30.05.2024 | 0.64% | 2.81 CHF | 2.82 CHF | 90'000 | 90'000 | 28'756 | 28'756 | 80'903 CHF | 81'282 CHF | 100.00% | 100.00% |