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 | 0,19% | 5,48 CHF | 5,49 CHF | 125 000 | 125 000 | 70 086 | 70 086 | 380 966 CHF | 381 669 CHF | 100,00% | 100,00% |
13/06/2024 | 0,19% | 5,50 CHF | 5,51 CHF | 125 000 | 125 000 | 69 030 | 69 030 | 377 758 CHF | 378 450 CHF | 99,85% | 99,85% |
12/06/2024 | 0,19% | 5,39 CHF | 5,40 CHF | 130 000 | 130 000 | 71 528 | 71 528 | 384 592 CHF | 385 308 CHF | 100,00% | 100,00% |
11/06/2024 | 0,19% | 5,26 CHF | 5,27 CHF | 130 000 | 130 000 | 71 679 | 71 679 | 375 308 CHF | 376 026 CHF | 99,85% | 99,85% |
10/06/2024 | 0,20% | 5,23 CHF | 5,24 CHF | 130 000 | 130 000 | 71 651 | 71 651 | 372 374 CHF | 373 092 CHF | 100,00% | 100,00% |
07/06/2024 | 0,20% | 5,18 CHF | 5,19 CHF | 130 000 | 130 000 | 71 992 | 71 992 | 372 138 CHF | 372 860 CHF | 99,97% | 99,97% |
05/06/2024 | 0,20% | 5,10 CHF | 5,11 CHF | 135 000 | 135 000 | 74 531 | 74 531 | 376 177 CHF | 376 924 CHF | 100,00% | 100,00% |
04/06/2024 | 0,21% | 4,93 CHF | 4,94 CHF | 135 000 | 135 000 | 74 524 | 74 524 | 368 747 CHF | 369 494 CHF | 99,99% | 99,99% |
03/06/2024 | 0,20% | 4,96 CHF | 4,97 CHF | 135 000 | 135 000 | 74 525 | 74 525 | 376 182 CHF | 376 929 CHF | 100,00% | 100,00% |
31/05/2024 | 0,20% | 4,91 CHF | 4,92 CHF | 135 000 | 135 000 | 74 502 | 74 502 | 375 106 CHF | 375 852 CHF | 98,88% | 98,88% |