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 |
---|---|---|---|---|---|---|---|---|---|---|---|
12/06/2024 | 0,51% | 2,53 CHF | 2,54 CHF | 25 000 | 25 000 | 28 697 | 24 674 | 70 796 CHF | 61 229 CHF | 93,76% | 93,76% |
11/06/2024 | 0,49% | 2,43 CHF | 2,44 CHF | 30 000 | 25 000 | 29 256 | 25 000 | 71 739 CHF | 61 640 CHF | 99,98% | 99,98% |
10/06/2024 | 0,49% | 2,49 CHF | 2,50 CHF | 30 000 | 25 000 | 28 117 | 25 000 | 70 089 CHF | 62 662 CHF | 99,12% | 99,12% |
07/06/2024 | 0,49% | 2,56 CHF | 2,57 CHF | 25 000 | 25 000 | 25 053 | 25 000 | 63 233 CHF | 63 413 CHF | 97,03% | 97,03% |
05/06/2024 | 0,51% | 2,45 CHF | 2,46 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 71 684 CHF | 60 040 CHF | 99,50% | 99,50% |
04/06/2024 | 0,51% | 2,32 CHF | 2,33 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 70 093 CHF | 58 707 CHF | 100,00% | 100,00% |
03/06/2024 | 0,50% | 2,30 CHF | 2,32 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 70 472 CHF | 59 020 CHF | 100,00% | 100,00% |
31/05/2024 | 0,50% | 2,42 CHF | 2,43 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 71 815 CHF | 60 149 CHF | 99,13% | 99,13% |
30/05/2024 | 0,52% | 2,34 CHF | 2,35 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 70 241 CHF | 58 838 CHF | 99,74% | 99,74% |
29/05/2024 | 0,51% | 2,34 CHF | 2,35 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 70 893 CHF | 59 379 CHF | 98,38% | 98,38% |