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 | 1.29% | 4.34 CHF | 4.35 CHF | 26'000 | 26'000 | 8'973 | 8'973 | 38'778 CHF | 39'048 CHF | 99.88% | 99.88% |
12.06.2024 | 0.83% | 4.13 CHF | 4.14 CHF | 26'500 | 26'500 | 9'134 | 9'134 | 37'358 CHF | 37'550 CHF | 100.00% | 100.00% |
11.06.2024 | 0.81% | 4.16 CHF | 4.17 CHF | 25'900 | 25'900 | 8'960 | 8'960 | 36'915 CHF | 37'104 CHF | 100.00% | 100.00% |
10.06.2024 | 0.80% | 4.34 CHF | 4.35 CHF | 25'100 | 25'100 | 8'718 | 8'718 | 37'436 CHF | 37'624 CHF | 99.90% | 99.90% |
07.06.2024 | 0.79% | 4.06 CHF | 4.07 CHF | 27'700 | 27'700 | 9'588 | 9'588 | 38'100 CHF | 38'289 CHF | 99.99% | 99.99% |
05.06.2024 | 0.85% | 3.88 CHF | 3.89 CHF | 28'400 | 28'400 | 9'863 | 9'863 | 37'424 CHF | 37'619 CHF | 99.99% | 99.99% |
04.06.2024 | 0.83% | 3.87 CHF | 3.88 CHF | 26'200 | 26'200 | 9'084 | 9'084 | 36'176 CHF | 36'367 CHF | 99.98% | 99.98% |
03.06.2024 | 0.80% | 4.11 CHF | 4.12 CHF | 26'000 | 26'000 | 8'933 | 8'933 | 36'886 CHF | 37'074 CHF | 100.00% | 100.00% |
31.05.2024 | 0.84% | 4.23 CHF | 4.24 CHF | 22'400 | 22'400 | 7'907 | 7'907 | 34'969 CHF | 35'155 CHF | 98.24% | 98.24% |
30.05.2024 | 0.84% | 4.64 CHF | 4.65 CHF | 23'600 | 23'600 | 8'172 | 8'172 | 38'177 CHF | 38'368 CHF | 100.00% | 100.00% |