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 | 0.42% | 2.39 CHF | 2.40 CHF | 70'000 | 70'000 | 68'779 | 67'729 | 168'049 CHF | 166'113 CHF | 99.99% | 99.99% |
12.06.2024 | 0.41% | 2.47 CHF | 2.48 CHF | 70'000 | 70'000 | 68'813 | 67'763 | 173'743 CHF | 171'672 CHF | 100.00% | 100.00% |
11.06.2024 | 0.39% | 2.61 CHF | 2.62 CHF | 70'000 | 70'000 | 68'820 | 67'769 | 180'761 CHF | 178'637 CHF | 100.00% | 100.00% |
10.06.2024 | 0.41% | 2.59 CHF | 2.60 CHF | 70'000 | 70'000 | 68'821 | 67'773 | 172'032 CHF | 170'039 CHF | 99.99% | 99.99% |
07.06.2024 | 0.42% | 2.60 CHF | 2.61 CHF | 70'000 | 70'000 | 68'817 | 67'767 | 171'186 CHF | 169'312 CHF | 100.00% | 100.00% |
05.06.2024 | 0.40% | 2.51 CHF | 2.52 CHF | 70'000 | 70'000 | 68'798 | 67'748 | 177'052 CHF | 175'032 CHF | 99.99% | 99.99% |
04.06.2024 | 0.40% | 2.59 CHF | 2.60 CHF | 70'000 | 70'000 | 68'828 | 67'777 | 178'722 CHF | 176'657 CHF | 100.00% | 100.00% |
03.06.2024 | 0.38% | 2.61 CHF | 2.62 CHF | 70'000 | 70'000 | 68'814 | 67'763 | 188'246 CHF | 185'982 CHF | 99.99% | 99.99% |
31.05.2024 | 0.36% | 2.78 CHF | 2.79 CHF | 70'000 | 70'000 | 68'809 | 67'756 | 195'812 CHF | 193'471 CHF | 99.81% | 99.81% |
30.05.2024 | 0.36% | 2.82 CHF | 2.83 CHF | 70'000 | 70'000 | 68'825 | 67'775 | 195'216 CHF | 192'922 CHF | 100.00% | 100.00% |