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 | 0.70% | 3.15 CHF | 3.16 CHF | 92'000 | 92'000 | 28'993 | 28'993 | 93'202 CHF | 93'627 CHF | 99.85% | 99.85% |
12.06.2024 | 0.54% | 3.34 CHF | 3.35 CHF | 90'000 | 90'000 | 28'727 | 28'727 | 95'913 CHF | 96'292 CHF | 100.00% | 100.00% |
11.06.2024 | 0.55% | 3.32 CHF | 3.33 CHF | 90'000 | 90'000 | 28'744 | 28'744 | 94'786 CHF | 95'165 CHF | 100.00% | 100.00% |
10.06.2024 | 0.56% | 3.25 CHF | 3.26 CHF | 92'000 | 92'000 | 29'860 | 29'860 | 96'558 CHF | 96'956 CHF | 99.89% | 99.89% |
07.06.2024 | 0.56% | 3.19 CHF | 3.20 CHF | 92'000 | 92'000 | 29'752 | 29'752 | 95'876 CHF | 96'270 CHF | 99.98% | 99.98% |
05.06.2024 | 0.55% | 3.21 CHF | 3.22 CHF | 92'000 | 92'000 | 29'896 | 29'896 | 96'735 CHF | 97'133 CHF | 99.98% | 99.98% |
04.06.2024 | 0.56% | 3.24 CHF | 3.25 CHF | 92'000 | 92'000 | 29'969 | 29'969 | 96'606 CHF | 97'005 CHF | 100.00% | 100.00% |
03.06.2024 | 0.69% | 3.20 CHF | 3.21 CHF | 92'000 | 92'000 | 28'003 | 28'003 | 90'063 CHF | 90'427 CHF | 99.99% | 99.99% |
31.05.2024 | 0.56% | 3.13 CHF | 3.14 CHF | 92'000 | 92'000 | 29'963 | 29'963 | 95'165 CHF | 95'561 CHF | 98.35% | 98.35% |
30.05.2024 | 0.55% | 3.28 CHF | 3.29 CHF | 90'000 | 90'000 | 28'757 | 28'757 | 94'387 CHF | 94'766 CHF | 100.00% | 100.00% |