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 | 4,55% | 0,72 CHF | 0,74 CHF | 300 000 | 300 000 | 112 101 | 112 101 | 84 360 CHF | 87 542 CHF | 99,52% | 99,52% |
13/06/2024 | 4,63% | 0,72 CHF | 0,74 CHF | 300 000 | 300 000 | 113 312 | 113 312 | 84 088 CHF | 87 288 CHF | 97,35% | 97,35% |
12/06/2024 | 4,03% | 0,81 CHF | 0,83 CHF | 200 000 | 200 000 | 75 747 | 75 747 | 63 762 CHF | 65 899 CHF | 96,80% | 96,80% |
11/06/2024 | 3,34% | 1,06 CHF | 1,08 CHF | 200 000 | 200 000 | 71 162 | 71 162 | 76 075 CHF | 78 143 CHF | 95,86% | 95,86% |
10/06/2024 | 4,63% | 1,07 CHF | 1,10 CHF | 200 000 | 200 000 | 74 588 | 74 588 | 82 407 CHF | 85 585 CHF | 99,45% | 99,45% |
07/06/2024 | 4,70% | 1,14 CHF | 1,17 CHF | 200 000 | 200 000 | 75 103 | 75 103 | 84 013 CHF | 87 203 CHF | 98,45% | 98,45% |
05/06/2024 | 3,88% | 1,27 CHF | 1,30 CHF | 100 000 | 100 000 | 37 315 | 37 315 | 50 175 CHF | 51 765 CHF | 99,48% | 99,48% |
04/06/2024 | 3,41% | 1,56 CHF | 1,59 CHF | 100 000 | 100 000 | 53 015 | 37 354 | 82 151 CHF | 59 666 CHF | 99,53% | 99,53% |
03/06/2024 | 3,69% | 1,56 CHF | 1,59 CHF | 100 000 | 100 000 | 37 265 | 37 265 | 54 707 CHF | 56 295 CHF | 99,44% | 99,44% |
31/05/2024 | 3,60% | 1,76 CHF | 1,79 CHF | 100 000 | 100 000 | 52 980 | 37 306 | 80 476 CHF | 59 571 CHF | 98,92% | 98,92% |