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 | 0,23% | 4,56 CHF | 4,57 CHF | 125 000 | 125 000 | 70 086 | 70 086 | 316 974 CHF | 317 676 CHF | 100,00% | 100,00% |
13/06/2024 | 0,22% | 4,58 CHF | 4,59 CHF | 125 000 | 125 000 | 69 026 | 69 026 | 314 496 CHF | 315 188 CHF | 99,84% | 99,84% |
12/06/2024 | 0,23% | 4,48 CHF | 4,49 CHF | 130 000 | 130 000 | 71 528 | 71 528 | 319 163 CHF | 319 879 CHF | 100,00% | 100,00% |
11/06/2024 | 0,24% | 4,34 CHF | 4,35 CHF | 130 000 | 130 000 | 71 698 | 71 698 | 309 569 CHF | 310 287 CHF | 99,84% | 99,84% |
10/06/2024 | 0,24% | 4,31 CHF | 4,32 CHF | 130 000 | 130 000 | 71 651 | 71 651 | 306 675 CHF | 307 392 CHF | 100,00% | 100,00% |
07/06/2024 | 0,24% | 4,27 CHF | 4,28 CHF | 130 000 | 130 000 | 71 993 | 71 993 | 306 458 CHF | 307 179 CHF | 99,98% | 99,98% |
05/06/2024 | 0,25% | 4,19 CHF | 4,20 CHF | 135 000 | 135 000 | 74 532 | 74 532 | 308 207 CHF | 308 954 CHF | 100,00% | 100,00% |
04/06/2024 | 0,25% | 4,02 CHF | 4,03 CHF | 135 000 | 135 000 | 74 504 | 74 504 | 300 729 CHF | 301 476 CHF | 99,95% | 99,95% |
03/06/2024 | 0,25% | 4,05 CHF | 4,06 CHF | 135 000 | 135 000 | 74 520 | 74 520 | 307 638 CHF | 308 385 CHF | 99,99% | 99,99% |
31/05/2024 | 0,25% | 3,99 CHF | 4,00 CHF | 135 000 | 135 000 | 74 509 | 74 509 | 306 454 CHF | 307 200 CHF | 98,88% | 98,88% |