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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.06.2024 | 0.36% | 2.83 CHF | 2.84 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 41'880 CHF | 42'030 CHF | 99.31% | 99.31% |
13.06.2024 | 0.36% | 2.76 CHF | 2.77 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 41'931 CHF | 42'081 CHF | 99.39% | 99.39% |
12.06.2024 | 0.36% | 2.88 CHF | 2.89 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 41'329 CHF | 41'479 CHF | 99.39% | 99.39% |
11.06.2024 | 0.37% | 2.70 CHF | 2.71 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 40'952 CHF | 41'102 CHF | 99.39% | 99.39% |
10.06.2024 | 0.36% | 2.75 CHF | 2.76 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 41'395 CHF | 41'545 CHF | 97.16% | 97.16% |
07.06.2024 | 0.34% | 2.91 CHF | 2.92 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 44'233 CHF | 44'383 CHF | 99.18% | 99.18% |
05.06.2024 | 0.34% | 3.00 CHF | 3.01 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 44'021 CHF | 44'171 CHF | 99.25% | 99.25% |
04.06.2024 | 0.33% | 2.97 CHF | 2.98 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 44'996 CHF | 45'146 CHF | 99.39% | 99.39% |
03.06.2024 | 0.31% | 3.15 CHF | 3.16 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 47'680 CHF | 47'830 CHF | 99.38% | 99.38% |
31.05.2024 | 0.33% | 2.99 CHF | 3.00 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 45'725 CHF | 45'875 CHF | 99.39% | 99.39% |