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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.06.2024 | 1.54% | 0.94 CHF | 0.95 CHF | 161'200 | 161'200 | 51'889 | 51'889 | 49'687 CHF | 50'294 CHF | 100.00% | 100.00% |
14.06.2024 | 1.48% | 1.04 CHF | 1.05 CHF | 165'600 | 165'600 | 52'928 | 52'928 | 55'259 CHF | 55'875 CHF | 100.00% | 100.00% |
13.06.2024 | 1.61% | 1.05 CHF | 1.06 CHF | 183'900 | 183'900 | 58'020 | 58'020 | 58'821 CHF | 59'493 CHF | 99.85% | 99.85% |
12.06.2024 | 1.06% | 0.93 CHF | 0.94 CHF | 170'600 | 170'600 | 54'562 | 54'562 | 51'106 CHF | 51'652 CHF | 100.00% | 100.00% |
11.06.2024 | 1.04% | 0.97 CHF | 0.98 CHF | 172'600 | 172'600 | 55'218 | 55'218 | 53'992 CHF | 54'545 CHF | 100.00% | 100.00% |
10.06.2024 | 0.99% | 1.01 CHF | 1.02 CHF | 168'300 | 168'300 | 53'632 | 53'632 | 54'380 CHF | 54'917 CHF | 99.89% | 99.89% |
07.06.2024 | 1.02% | 1.04 CHF | 1.05 CHF | 170'400 | 170'400 | 54'116 | 54'116 | 54'850 CHF | 55'392 CHF | 100.00% | 100.00% |
05.06.2024 | 1.03% | 1.02 CHF | 1.03 CHF | 170'800 | 170'800 | 54'564 | 54'564 | 54'596 CHF | 55'142 CHF | 99.98% | 99.98% |
04.06.2024 | 0.99% | 0.99 CHF | 1.00 CHF | 166'100 | 166'100 | 53'189 | 53'189 | 53'488 CHF | 54'020 CHF | 100.00% | 100.00% |
03.06.2024 | 1.36% | 1.04 CHF | 1.05 CHF | 159'000 | 159'000 | 47'688 | 47'688 | 49'347 CHF | 49'832 CHF | 100.00% | 100.00% |