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 | 8,07% | 0,25 CHF | 0,26 CHF | 109 610 | 25 000 | 108 491 | 25 000 | 16 440 CHF | 4 094 CHF | 99,19% | 99,19% |
12/06/2024 | 5,43% | 0,20 CHF | 0,21 CHF | 108 553 | 25 000 | 109 003 | 24 677 | 27 985 CHF | 6 683 CHF | 94,65% | 94,65% |
11/06/2024 | 4,54% | 0,30 CHF | 0,32 CHF | 110 975 | 25 000 | 110 340 | 25 000 | 30 292 CHF | 7 174 CHF | 99,98% | 99,98% |
10/06/2024 | 5,17% | 0,24 CHF | 0,25 CHF | 109 886 | 25 000 | 109 765 | 25 000 | 25 890 CHF | 6 206 CHF | 99,11% | 99,11% |
07/06/2024 | 6,03% | 0,18 CHF | 0,19 CHF | 108 985 | 25 000 | 108 773 | 25 000 | 22 760 CHF | 5 553 CHF | 96,75% | 96,75% |
05/06/2024 | 3,50% | 0,28 CHF | 0,29 CHF | 110 082 | 25 000 | 110 709 | 25 000 | 38 135 CHF | 8 916 CHF | 99,50% | 99,50% |
04/06/2024 | 2,92% | 0,42 CHF | 0,43 CHF | 111 414 | 25 000 | 111 552 | 25 000 | 44 485 CHF | 10 264 CHF | 100,00% | 100,00% |
03/06/2024 | 3,09% | 0,43 CHF | 0,44 CHF | 112 340 | 25 000 | 112 348 | 25 000 | 43 489 CHF | 9 980 CHF | 100,00% | 100,00% |
31/05/2024 | 3,40% | 0,32 CHF | 0,34 CHF | 111 776 | 25 000 | 112 183 | 25 000 | 38 878 CHF | 8 961 CHF | 99,13% | 99,13% |
30/05/2024 | 3,01% | 0,40 CHF | 0,41 CHF | 112 830 | 25 000 | 113 208 | 25 000 | 45 207 CHF | 10 287 CHF | 99,74% | 99,74% |