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 | 0.36% | 15.97 CHF | 16.03 CHF | 16'000 | 3'200 | 16'000 | 3'200 | 255'265 CHF | 51'235 CHF | 100.00% | 100.00% |
14.06.2024 | 0.35% | 15.92 CHF | 15.98 CHF | 16'000 | 3'200 | 15'689 | 3'138 | 252'085 CHF | 50'595 CHF | 99.99% | 99.99% |
13.06.2024 | 0.35% | 16.32 CHF | 16.38 CHF | 15'000 | 3'000 | 14'982 | 2'996 | 243'929 CHF | 48'957 CHF | 100.00% | 100.00% |
12.06.2024 | 0.34% | 16.47 CHF | 16.53 CHF | 15'000 | 3'000 | 15'000 | 3'000 | 248'503 CHF | 49'872 CHF | 100.00% | 100.00% |
11.06.2024 | 0.34% | 16.67 CHF | 16.73 CHF | 15'000 | 3'000 | 14'918 | 2'984 | 252'156 CHF | 50'601 CHF | 100.00% | 100.00% |
10.06.2024 | 0.33% | 17.32 CHF | 17.38 CHF | 14'000 | 2'800 | 14'008 | 2'801 | 241'905 CHF | 48'540 CHF | 100.00% | 100.00% |
07.06.2024 | 0.33% | 17.37 CHF | 17.43 CHF | 14'000 | 2'800 | 14'000 | 2'800 | 243'532 CHF | 48'866 CHF | 99.97% | 99.97% |
05.06.2024 | 0.33% | 17.42 CHF | 17.48 CHF | 14'000 | 2'800 | 13'983 | 2'797 | 244'051 CHF | 48'970 CHF | 99.31% | 99.31% |
04.06.2024 | 0.32% | 17.52 CHF | 17.58 CHF | 14'000 | 2'800 | 14'000 | 2'800 | 247'592 CHF | 49'678 CHF | 99.99% | 99.99% |
03.06.2024 | 0.32% | 17.92 CHF | 17.98 CHF | 14'000 | 2'800 | 14'000 | 2'800 | 248'938 CHF | 49'947 CHF | 100.00% | 100.00% |