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 | 0.57% | 1.80 CHF | 1.81 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 26'424 CHF | 26'574 CHF | 99.28% | 99.28% |
13.06.2024 | 0.57% | 1.72 CHF | 1.73 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 26'266 CHF | 26'416 CHF | 99.39% | 99.39% |
12.06.2024 | 0.58% | 1.84 CHF | 1.85 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 25'704 CHF | 25'854 CHF | 99.39% | 99.39% |
11.06.2024 | 0.59% | 1.66 CHF | 1.67 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 25'346 CHF | 25'496 CHF | 99.39% | 99.39% |
10.06.2024 | 0.58% | 1.71 CHF | 1.72 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 25'789 CHF | 25'939 CHF | 97.22% | 97.22% |
07.06.2024 | 0.52% | 1.87 CHF | 1.88 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 28'528 CHF | 28'678 CHF | 99.19% | 99.19% |
05.06.2024 | 0.53% | 1.95 CHF | 1.96 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 28'324 CHF | 28'474 CHF | 99.25% | 99.25% |
04.06.2024 | 0.51% | 1.93 CHF | 1.94 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 29'297 CHF | 29'447 CHF | 99.39% | 99.39% |
03.06.2024 | 0.47% | 2.09 CHF | 2.10 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 31'886 CHF | 32'036 CHF | 99.38% | 99.38% |
31.05.2024 | 0.50% | 1.94 CHF | 1.95 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 29'868 CHF | 30'018 CHF | 99.39% | 99.39% |