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 | 0,54% | 1,80 CHF | 1,81 CHF | 600 000 | 600 000 | 598 544 | 598 564 | 1 099 060 CHF | 1 105 090 CHF | 100,00% | 100,00% |
12/06/2024 | 0,61% | 1,74 CHF | 1,75 CHF | 600 000 | 600 000 | 599 568 | 599 568 | 981 743 CHF | 987 738 CHF | 99,57% | 99,57% |
11/06/2024 | 0,68% | 1,50 CHF | 1,51 CHF | 700 000 | 700 000 | 700 000 | 700 000 | 1 031 060 CHF | 1 038 060 CHF | 100,00% | 100,00% |
10/06/2024 | 0,69% | 1,48 CHF | 1,49 CHF | 700 000 | 700 000 | 699 998 | 700 000 | 1 008 500 CHF | 1 015 500 CHF | 100,00% | 100,00% |
07/06/2024 | 0,68% | 1,46 CHF | 1,47 CHF | 700 000 | 700 000 | 698 613 | 698 613 | 1 023 870 CHF | 1 030 860 CHF | 99,84% | 99,84% |
05/06/2024 | 0,75% | 1,41 CHF | 1,42 CHF | 800 000 | 800 000 | 798 187 | 798 187 | 1 054 500 CHF | 1 062 480 CHF | 99,79% | 99,79% |
04/06/2024 | 0,82% | 1,21 CHF | 1,22 CHF | 800 000 | 800 000 | 798 240 | 798 240 | 964 839 CHF | 972 821 CHF | 100,00% | 100,00% |
03/06/2024 | 0,79% | 1,21 CHF | 1,22 CHF | 800 000 | 800 000 | 796 366 | 796 366 | 1 005 100 CHF | 1 013 070 CHF | 99,67% | 99,67% |
31/05/2024 | 0,83% | 1,10 CHF | 1,11 CHF | 800 000 | 800 000 | 798 885 | 798 882 | 958 629 CHF | 966 615 CHF | 100,00% | 100,00% |
30/05/2024 | 0,76% | 1,25 CHF | 1,26 CHF | 700 000 | 700 000 | 696 826 | 696 826 | 909 992 CHF | 916 961 CHF | 100,00% | 100,00% |