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 | 1,17% | 0,85 CHF | 0,86 CHF | 618 400 | 618 400 | 683 413 | 683 413 | 580 830 CHF | 587 664 CHF | 100,00% | 100,00% |
13/06/2024 | 1,41% | 0,75 CHF | 0,76 CHF | 726 900 | 726 900 | 708 199 | 708 199 | 499 715 CHF | 506 804 CHF | 100,00% | 100,00% |
12/06/2024 | 1,37% | 0,63 CHF | 0,64 CHF | 696 900 | 696 900 | 666 534 | 666 534 | 484 458 CHF | 491 123 CHF | 99,92% | 99,92% |
11/06/2024 | 1,26% | 0,82 CHF | 0,83 CHF | 646 300 | 646 300 | 667 708 | 667 708 | 527 804 CHF | 534 481 CHF | 100,00% | 100,00% |
10/06/2024 | 1,28% | 0,79 CHF | 0,80 CHF | 682 200 | 682 200 | 799 263 | 799 263 | 621 024 CHF | 629 017 CHF | 100,00% | 100,00% |
07/06/2024 | 1,57% | 0,70 CHF | 0,71 CHF | 878 000 | 878 000 | 842 719 | 842 719 | 537 177 CHF | 545 604 CHF | 99,76% | 99,76% |
05/06/2024 | 1,57% | 0,64 CHF | 0,65 CHF | 824 700 | 824 700 | 819 145 | 819 145 | 517 998 CHF | 526 190 CHF | 100,00% | 100,00% |
04/06/2024 | 1,57% | 0,63 CHF | 0,64 CHF | 815 600 | 815 600 | 797 943 | 797 943 | 504 757 CHF | 512 737 CHF | 100,00% | 100,00% |
03/06/2024 | 1,48% | 0,62 CHF | 0,63 CHF | 786 200 | 786 200 | 793 741 | 793 741 | 532 441 CHF | 540 378 CHF | 100,00% | 100,00% |
31/05/2024 | 1,49% | 0,67 CHF | 0,68 CHF | 799 100 | 799 100 | 770 179 | 770 179 | 513 937 CHF | 521 639 CHF | 99,80% | 99,80% |