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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/06/2024 | 0,23% | 4,35 CHF | 4,36 CHF | 500 000 | 500 000 | 499 548 | 499 548 | 2 138 340 CHF | 2 143 340 CHF | 100,00% | 100,00% |
14/06/2024 | 0,23% | 4,24 CHF | 4,25 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 2 134 320 CHF | 2 139 320 CHF | 99,99% | 99,99% |
13/06/2024 | 0,24% | 4,25 CHF | 4,26 CHF | 500 000 | 500 000 | 499 710 | 499 710 | 2 123 290 CHF | 2 128 290 CHF | 100,00% | 100,00% |
12/06/2024 | 0,23% | 4,21 CHF | 4,22 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 2 150 350 CHF | 2 155 350 CHF | 100,00% | 100,00% |
11/06/2024 | 0,24% | 4,22 CHF | 4,23 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 2 102 180 CHF | 2 107 180 CHF | 100,00% | 100,00% |
10/06/2024 | 0,25% | 4,12 CHF | 4,13 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 2 027 450 CHF | 2 032 450 CHF | 100,00% | 100,00% |
07/06/2024 | 0,25% | 4,04 CHF | 4,05 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 2 008 290 CHF | 2 013 290 CHF | 99,99% | 99,99% |
05/06/2024 | 0,26% | 3,79 CHF | 3,80 CHF | 500 000 | 500 000 | 499 831 | 499 831 | 1 907 260 CHF | 1 912 260 CHF | 99,98% | 99,98% |
04/06/2024 | 0,26% | 3,79 CHF | 3,80 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 1 885 780 CHF | 1 890 780 CHF | 100,00% | 100,00% |
03/06/2024 | 0,24% | 3,91 CHF | 3,92 CHF | 500 000 | 500 000 | 500 000 | 500 000 | 2 065 500 CHF | 2 070 500 CHF | 100,00% | 100,00% |