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 | 0.90% | 2.57 CHF | 2.58 CHF | 141'000 | 141'000 | 123'969 | 123'503 | 319'358 CHF | 319'513 CHF | 99.80% | 99.80% |
12.06.2024 | 1.00% | 2.25 CHF | 2.26 CHF | 141'000 | 141'000 | 124'062 | 123'597 | 274'540 CHF | 274'785 CHF | 100.00% | 100.00% |
11.06.2024 | 0.94% | 2.46 CHF | 2.47 CHF | 141'000 | 141'000 | 124'050 | 123'585 | 297'553 CHF | 297'744 CHF | 100.00% | 100.00% |
10.06.2024 | 0.91% | 2.41 CHF | 2.42 CHF | 141'000 | 141'000 | 124'068 | 123'603 | 305'532 CHF | 305'676 CHF | 100.00% | 100.00% |
07.06.2024 | 0.83% | 2.49 CHF | 2.50 CHF | 141'000 | 141'000 | 124'019 | 123'554 | 331'223 CHF | 331'240 CHF | 100.00% | 100.00% |
05.06.2024 | 0.84% | 2.74 CHF | 2.75 CHF | 141'000 | 141'000 | 123'970 | 123'505 | 334'090 CHF | 334'135 CHF | 99.99% | 99.99% |
04.06.2024 | 0.88% | 2.74 CHF | 2.75 CHF | 141'000 | 141'000 | 124'052 | 123'587 | 320'302 CHF | 320'428 CHF | 100.00% | 100.00% |
03.06.2024 | 0.93% | 2.54 CHF | 2.55 CHF | 141'000 | 141'000 | 124'064 | 123'599 | 315'469 CHF | 315'673 CHF | 100.00% | 100.00% |
31.05.2024 | 0.81% | 2.39 CHF | 2.40 CHF | 141'000 | 141'000 | 124'014 | 123'549 | 336'960 CHF | 336'944 CHF | 99.94% | 99.94% |
30.05.2024 | 0.83% | 2.87 CHF | 2.88 CHF | 141'000 | 141'000 | 124'049 | 123'584 | 341'509 CHF | 341'554 CHF | 100.00% | 100.00% |