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 | 0.80% | 2.73 CHF | 2.74 CHF | 92'000 | 92'000 | 28'984 | 28'984 | 80'921 CHF | 81'346 CHF | 99.82% | 99.82% |
12.06.2024 | 0.62% | 2.92 CHF | 2.93 CHF | 90'000 | 90'000 | 28'729 | 28'729 | 83'786 CHF | 84'165 CHF | 100.00% | 100.00% |
11.06.2024 | 0.63% | 2.90 CHF | 2.91 CHF | 90'000 | 90'000 | 28'739 | 28'739 | 82'592 CHF | 82'971 CHF | 99.99% | 99.99% |
10.06.2024 | 0.64% | 2.83 CHF | 2.84 CHF | 92'000 | 92'000 | 29'859 | 29'859 | 83'915 CHF | 84'313 CHF | 99.89% | 99.89% |
07.06.2024 | 0.64% | 2.77 CHF | 2.78 CHF | 92'000 | 92'000 | 29'750 | 29'750 | 83'323 CHF | 83'718 CHF | 100.00% | 100.00% |
05.06.2024 | 0.63% | 2.79 CHF | 2.80 CHF | 92'000 | 92'000 | 29'896 | 29'896 | 84'157 CHF | 84'555 CHF | 99.98% | 99.98% |
04.06.2024 | 0.65% | 2.82 CHF | 2.83 CHF | 92'000 | 92'000 | 29'970 | 29'970 | 84'011 CHF | 84'410 CHF | 100.00% | 100.00% |
03.06.2024 | 0.79% | 2.78 CHF | 2.79 CHF | 92'000 | 92'000 | 28'010 | 28'010 | 78'217 CHF | 78'581 CHF | 100.00% | 100.00% |
31.05.2024 | 0.64% | 2.71 CHF | 2.72 CHF | 92'000 | 92'000 | 29'963 | 29'963 | 82'448 CHF | 82'844 CHF | 98.35% | 98.35% |
30.05.2024 | 0.63% | 2.86 CHF | 2.87 CHF | 90'000 | 90'000 | 28'757 | 28'757 | 82'130 CHF | 82'509 CHF | 100.00% | 100.00% |