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 | 0,34% | 2,88 CHF | 2,89 CHF | 94 100 | 94 100 | 91 883 | 91 883 | 270 367 CHF | 271 286 CHF | 100,00% | 100,00% |
13/06/2024 | 0,33% | 3,00 CHF | 3,01 CHF | 90 400 | 90 400 | 90 722 | 90 722 | 275 705 CHF | 276 614 CHF | 100,00% | 100,00% |
12/06/2024 | 0,33% | 2,89 CHF | 2,90 CHF | 91 100 | 91 100 | 90 559 | 90 559 | 272 197 CHF | 273 102 CHF | 100,00% | 100,00% |
11/06/2024 | 0,32% | 3,16 CHF | 3,17 CHF | 90 200 | 90 200 | 90 619 | 90 619 | 280 298 CHF | 281 204 CHF | 100,00% | 100,00% |
10/06/2024 | 0,32% | 3,09 CHF | 3,10 CHF | 90 900 | 90 900 | 94 571 | 94 571 | 290 780 CHF | 291 725 CHF | 100,00% | 100,00% |
07/06/2024 | 0,34% | 3,05 CHF | 3,06 CHF | 97 100 | 97 100 | 95 962 | 95 962 | 278 885 CHF | 279 845 CHF | 99,96% | 99,96% |
05/06/2024 | 0,34% | 2,98 CHF | 2,99 CHF | 94 600 | 94 600 | 93 872 | 93 872 | 275 026 CHF | 275 965 CHF | 100,00% | 100,00% |
04/06/2024 | 0,34% | 2,85 CHF | 2,86 CHF | 93 500 | 93 500 | 88 808 | 88 808 | 262 216 CHF | 263 104 CHF | 100,00% | 100,00% |
03/06/2024 | 0,31% | 3,04 CHF | 3,05 CHF | 85 700 | 85 700 | 84 078 | 84 078 | 271 399 CHF | 272 240 CHF | 99,99% | 99,99% |
31/05/2024 | 0,30% | 3,31 CHF | 3,32 CHF | 83 100 | 83 100 | 82 142 | 82 142 | 274 830 CHF | 275 651 CHF | 99,94% | 99,94% |