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 | 1,70% | 5,36 CHF | 5,41 CHF | 100 000 | 100 000 | 37 374 | 37 374 | 195 969 CHF | 198 621 CHF | 99,53% | 99,53% |
13/06/2024 | 1,68% | 5,38 CHF | 5,43 CHF | 100 000 | 100 000 | 37 732 | 37 732 | 200 190 CHF | 202 855 CHF | 97,32% | 97,32% |
12/06/2024 | 1,13% | 5,17 CHF | 5,20 CHF | 25 000 | 25 000 | 21 042 | 19 700 | 106 819 CHF | 101 177 CHF | 96,96% | 96,96% |
11/06/2024 | 1,14% | 4,76 CHF | 4,79 CHF | 50 000 | 50 000 | 25 735 | 24 667 | 121 213 CHF | 117 327 CHF | 96,12% | 96,12% |
10/06/2024 | 1,13% | 4,72 CHF | 4,74 CHF | 50 000 | 50 000 | 26 420 | 25 367 | 122 296 CHF | 118 632 CHF | 99,56% | 99,56% |
07/06/2024 | 1,13% | 4,61 CHF | 4,64 CHF | 50 000 | 50 000 | 26 522 | 25 516 | 122 170 CHF | 118 703 CHF | 98,19% | 98,19% |
05/06/2024 | 2,07% | 4,42 CHF | 4,47 CHF | 100 000 | 100 000 | 37 300 | 37 300 | 160 413 CHF | 163 062 CHF | 99,39% | 99,39% |
04/06/2024 | 2,17% | 4,06 CHF | 4,11 CHF | 100 000 | 100 000 | 37 345 | 37 345 | 151 760 CHF | 154 410 CHF | 99,48% | 99,48% |
03/06/2024 | 2,07% | 4,09 CHF | 4,14 CHF | 100 000 | 100 000 | 37 364 | 37 364 | 157 311 CHF | 159 962 CHF | 99,55% | 99,55% |
31/05/2024 | 2,08% | 3,92 CHF | 3,97 CHF | 100 000 | 100 000 | 37 479 | 37 479 | 155 196 CHF | 157 851 CHF | 98,80% | 98,80% |