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 | 0,18% | 5,55 CHF | 5,56 CHF | 125 000 | 125 000 | 69 032 | 69 032 | 381 035 CHF | 381 727 CHF | 99,82% | 99,82% |
12/06/2024 | 0,19% | 5,44 CHF | 5,45 CHF | 130 000 | 130 000 | 71 529 | 71 529 | 387 997 CHF | 388 713 CHF | 100,00% | 100,00% |
11/06/2024 | 0,19% | 5,31 CHF | 5,32 CHF | 130 000 | 130 000 | 71 670 | 71 670 | 378 736 CHF | 379 454 CHF | 99,93% | 99,93% |
10/06/2024 | 0,19% | 5,28 CHF | 5,29 CHF | 130 000 | 130 000 | 71 647 | 71 647 | 375 857 CHF | 376 575 CHF | 100,00% | 100,00% |
07/06/2024 | 0,20% | 5,23 CHF | 5,24 CHF | 130 000 | 130 000 | 71 989 | 71 989 | 375 606 CHF | 376 327 CHF | 99,95% | 99,95% |
05/06/2024 | 0,20% | 5,15 CHF | 5,16 CHF | 135 000 | 135 000 | 74 531 | 74 531 | 379 826 CHF | 380 573 CHF | 100,00% | 100,00% |
04/06/2024 | 0,20% | 4,98 CHF | 4,99 CHF | 135 000 | 135 000 | 74 523 | 74 523 | 372 447 CHF | 373 193 CHF | 99,99% | 99,99% |
03/06/2024 | 0,20% | 5,01 CHF | 5,02 CHF | 135 000 | 135 000 | 74 525 | 74 525 | 379 894 CHF | 380 640 CHF | 100,00% | 100,00% |
31/05/2024 | 0,20% | 4,96 CHF | 4,97 CHF | 135 000 | 135 000 | 74 509 | 74 509 | 378 872 CHF | 379 618 CHF | 98,89% | 98,89% |
30/05/2024 | 0,19% | 5,18 CHF | 5,19 CHF | 130 000 | 130 000 | 71 292 | 71 292 | 376 442 CHF | 377 156 CHF | 99,98% | 99,98% |