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 | 0,25% | 4,09 CHF | 4,10 CHF | 67 000 | 67 000 | 67 287 | 67 287 | 270 872 CHF | 271 546 CHF | 100,00% | 100,00% |
14/06/2024 | 0,25% | 3,98 CHF | 3,99 CHF | 68 000 | 68 000 | 67 152 | 67 152 | 270 001 CHF | 270 673 CHF | 99,99% | 99,99% |
13/06/2024 | 0,25% | 4,00 CHF | 4,01 CHF | 68 000 | 68 000 | 68 058 | 68 058 | 272 169 CHF | 272 851 CHF | 100,00% | 100,00% |
12/06/2024 | 0,25% | 3,96 CHF | 3,97 CHF | 69 000 | 69 000 | 67 444 | 67 444 | 273 302 CHF | 273 978 CHF | 100,00% | 100,00% |
11/06/2024 | 0,26% | 3,97 CHF | 3,98 CHF | 69 000 | 69 000 | 68 300 | 68 300 | 270 221 CHF | 270 904 CHF | 99,61% | 99,61% |
10/06/2024 | 0,27% | 3,88 CHF | 3,89 CHF | 70 000 | 70 000 | 69 738 | 69 738 | 265 390 CHF | 266 088 CHF | 100,00% | 100,00% |
07/06/2024 | 0,27% | 3,79 CHF | 3,80 CHF | 71 000 | 71 000 | 70 969 | 70 969 | 267 390 CHF | 268 100 CHF | 99,33% | 99,33% |
05/06/2024 | 0,28% | 3,55 CHF | 3,56 CHF | 74 000 | 74 000 | 72 917 | 72 917 | 260 196 CHF | 260 926 CHF | 99,95% | 99,95% |
04/06/2024 | 0,29% | 3,55 CHF | 3,56 CHF | 74 000 | 74 000 | 73 304 | 73 304 | 258 344 CHF | 259 078 CHF | 99,87% | 99,87% |
03/06/2024 | 0,26% | 3,66 CHF | 3,67 CHF | 73 000 | 73 000 | 69 804 | 69 804 | 270 853 CHF | 271 552 CHF | 100,00% | 100,00% |