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 | 5,97% | 0,27 CHF | 0,28 CHF | 350 000 | 350 000 | 345 899 | 345 899 | 87 074 CHF | 92 305 CHF | 100,00% | 100,00% |
12/06/2024 | 5,53% | 0,24 CHF | 0,25 CHF | 350 000 | 350 000 | 346 159 | 346 159 | 93 627 CHF | 98 821 CHF | 100,00% | 100,00% |
11/06/2024 | 5,85% | 0,28 CHF | 0,30 CHF | 350 000 | 350 000 | 346 172 | 346 172 | 88 958 CHF | 94 189 CHF | 100,00% | 100,00% |
10/06/2024 | 5,97% | 0,25 CHF | 0,27 CHF | 350 000 | 350 000 | 346 171 | 346 171 | 86 869 CHF | 92 099 CHF | 100,00% | 100,00% |
07/06/2024 | 6,21% | 0,25 CHF | 0,26 CHF | 350 000 | 350 000 | 346 063 | 346 063 | 78 424 CHF | 83 342 CHF | 98,97% | 98,97% |
05/06/2024 | 6,19% | 0,23 CHF | 0,24 CHF | 350 000 | 350 000 | 346 166 | 346 166 | 78 195 CHF | 83 077 CHF | 100,00% | 100,00% |
04/06/2024 | 6,09% | 0,24 CHF | 0,25 CHF | 350 000 | 350 000 | 346 167 | 346 167 | 81 723 CHF | 86 741 CHF | 100,00% | 100,00% |
03/06/2024 | 6,04% | 0,23 CHF | 0,25 CHF | 350 000 | 350 000 | 346 111 | 346 111 | 80 223 CHF | 85 105 CHF | 99,29% | 99,29% |
31/05/2024 | 5,40% | 0,26 CHF | 0,27 CHF | 350 000 | 350 000 | 345 833 | 345 833 | 96 527 CHF | 101 757 CHF | 97,26% | 97,26% |
30/05/2024 | 5,81% | 0,26 CHF | 0,27 CHF | 350 000 | 350 000 | 346 166 | 346 166 | 89 344 CHF | 94 574 CHF | 100,00% | 100,00% |