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 | 1,37% | 0,73 CHF | 0,74 CHF | 1 331 600 | 1 331 600 | 1 271 380 | 1 271 380 | 924 819 CHF | 937 533 CHF | 100,00% | 100,00% |
13/06/2024 | 1,23% | 0,79 CHF | 0,80 CHF | 1 231 300 | 1 231 300 | 1 243 060 | 1 243 060 | 1 007 710 CHF | 1 020 150 CHF | 100,00% | 100,00% |
12/06/2024 | 1,25% | 0,84 CHF | 0,85 CHF | 1 252 900 | 1 252 900 | 1 276 060 | 1 276 060 | 1 017 240 CHF | 1 030 000 CHF | 99,93% | 99,93% |
11/06/2024 | 1,29% | 0,76 CHF | 0,77 CHF | 1 291 700 | 1 291 700 | 1 273 160 | 1 273 160 | 980 949 CHF | 993 680 CHF | 100,00% | 100,00% |
10/06/2024 | 1,28% | 0,77 CHF | 0,78 CHF | 1 260 800 | 1 260 800 | 1 167 390 | 1 167 390 | 906 529 CHF | 918 203 CHF | 100,00% | 100,00% |
07/06/2024 | 1,14% | 0,83 CHF | 0,84 CHF | 1 105 200 | 1 105 200 | 1 124 080 | 1 124 080 | 982 252 CHF | 993 493 CHF | 99,74% | 99,74% |
05/06/2024 | 1,13% | 0,88 CHF | 0,89 CHF | 1 133 400 | 1 133 400 | 1 136 370 | 1 136 370 | 999 573 CHF | 1 010 940 CHF | 100,00% | 100,00% |
04/06/2024 | 1,13% | 0,88 CHF | 0,89 CHF | 1 138 600 | 1 138 600 | 1 148 960 | 1 148 960 | 1 011 230 CHF | 1 022 710 CHF | 100,00% | 100,00% |
03/06/2024 | 1,15% | 0,89 CHF | 0,90 CHF | 1 156 000 | 1 156 000 | 1 150 670 | 1 150 670 | 997 644 CHF | 1 009 150 CHF | 100,00% | 100,00% |
31/05/2024 | 1,14% | 0,87 CHF | 0,88 CHF | 1 147 500 | 1 147 500 | 1 165 100 | 1 165 100 | 1 019 660 CHF | 1 031 310 CHF | 99,81% | 99,81% |