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 | 0,70% | 1,50 CHF | 1,51 CHF | 363 500 | 363 500 | 354 126 | 354 126 | 503 477 CHF | 507 021 CHF | 100,00% | 100,00% |
12/06/2024 | 0,68% | 1,27 CHF | 1,28 CHF | 348 500 | 348 500 | 333 317 | 333 317 | 487 939 CHF | 491 272 CHF | 99,92% | 99,92% |
11/06/2024 | 0,63% | 1,64 CHF | 1,65 CHF | 323 200 | 323 200 | 333 903 | 333 903 | 531 142 CHF | 534 481 CHF | 99,99% | 99,99% |
10/06/2024 | 0,64% | 1,60 CHF | 1,61 CHF | 341 100 | 341 100 | 399 661 | 399 661 | 624 731 CHF | 628 728 CHF | 100,00% | 100,00% |
07/06/2024 | 0,78% | 1,42 CHF | 1,43 CHF | 439 000 | 439 000 | 421 390 | 421 390 | 541 440 CHF | 545 654 CHF | 99,76% | 99,76% |
05/06/2024 | 0,78% | 1,29 CHF | 1,30 CHF | 412 400 | 412 400 | 409 622 | 409 622 | 522 124 CHF | 526 221 CHF | 99,99% | 99,99% |
04/06/2024 | 0,78% | 1,27 CHF | 1,28 CHF | 407 800 | 407 800 | 399 001 | 399 001 | 508 904 CHF | 512 894 CHF | 99,99% | 99,99% |
03/06/2024 | 0,74% | 1,25 CHF | 1,26 CHF | 393 100 | 393 100 | 396 870 | 396 870 | 536 211 CHF | 540 180 CHF | 100,00% | 100,00% |
31/05/2024 | 0,74% | 1,34 CHF | 1,35 CHF | 399 600 | 399 600 | 385 111 | 385 111 | 517 872 CHF | 521 723 CHF | 99,81% | 99,81% |
30/05/2024 | 0,70% | 1,37 CHF | 1,38 CHF | 375 500 | 375 500 | 388 425 | 388 425 | 555 381 CHF | 559 268 CHF | 99,99% | 99,99% |