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 | 1,64% | 0,82 CHF | 0,83 CHF | 70 000 | 50 000 | 61 014 | 50 000 | 53 775 CHF | 44 849 CHF | 95,09% | 95,09% |
12/06/2024 | 1,42% | 0,96 CHF | 0,98 CHF | 60 000 | 50 000 | 60 000 | 49 210 | 56 475 CHF | 46 989 CHF | 92,29% | 92,29% |
11/06/2024 | 1,56% | 0,92 CHF | 0,93 CHF | 60 000 | 50 000 | 59 037 | 50 000 | 56 091 CHF | 48 295 CHF | 99,79% | 99,79% |
10/06/2024 | 1,69% | 0,97 CHF | 0,99 CHF | 60 000 | 25 000 | 55 753 | 25 000 | 54 915 CHF | 25 085 CHF | 97,01% | 97,01% |
07/06/2024 | 1,47% | 1,09 CHF | 1,11 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 53 004 CHF | 26 894 CHF | 97,04% | 97,04% |
05/06/2024 | 1,49% | 0,98 CHF | 0,99 CHF | 60 000 | 50 000 | 60 000 | 50 000 | 58 011 CHF | 49 068 CHF | 99,50% | 99,50% |
04/06/2024 | 1,75% | 0,95 CHF | 0,97 CHF | 60 000 | 25 000 | 58 471 | 25 000 | 56 706 CHF | 24 706 CHF | 99,84% | 99,84% |
03/06/2024 | 1,47% | 1,11 CHF | 1,13 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 56 850 CHF | 28 846 CHF | 99,53% | 99,53% |
31/05/2024 | 1,42% | 1,10 CHF | 1,12 CHF | 50 000 | 25 000 | 50 000 | 25 000 | 53 824 CHF | 27 295 CHF | 98,31% | 98,31% |
30/05/2024 | 1,48% | 1,03 CHF | 1,04 CHF | 50 000 | 50 000 | 53 907 | 50 000 | 53 926 CHF | 50 844 CHF | 99,75% | 99,75% |