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 |
---|---|---|---|---|---|---|---|---|---|---|---|
27/06/2024 | 0,21% | 4,76 CHF | 4,77 CHF | 65 000 | 65 000 | 64 476 | 64 476 | 305 315 CHF | 305 961 CHF | 100,00% | 100,00% |
26/06/2024 | 0,21% | 4,68 CHF | 4,69 CHF | 66 000 | 66 000 | 64 630 | 64 630 | 304 820 CHF | 305 466 CHF | 100,00% | 100,00% |
25/06/2024 | 0,21% | 4,74 CHF | 4,75 CHF | 65 000 | 65 000 | 64 774 | 64 774 | 305 363 CHF | 306 011 CHF | 100,00% | 100,00% |
24/06/2024 | 0,22% | 4,71 CHF | 4,72 CHF | 65 000 | 65 000 | 65 366 | 65 366 | 305 631 CHF | 306 285 CHF | 99,85% | 99,85% |
21/06/2024 | 0,21% | 4,71 CHF | 4,72 CHF | 65 000 | 65 000 | 64 418 | 64 418 | 302 812 CHF | 303 457 CHF | 99,63% | 99,63% |
20/06/2024 | 0,22% | 4,70 CHF | 4,71 CHF | 65 000 | 65 000 | 65 264 | 65 264 | 303 833 CHF | 304 487 CHF | 100,00% | 100,00% |
19/06/2024 | 0,22% | 4,64 CHF | 4,65 CHF | 66 000 | 66 000 | 65 379 | 65 379 | 301 385 CHF | 302 040 CHF | 100,00% | 100,00% |
18/06/2024 | 0,22% | 4,61 CHF | 4,62 CHF | 66 000 | 66 000 | 66 211 | 66 211 | 300 535 CHF | 301 198 CHF | 100,00% | 100,00% |
17/06/2024 | 0,23% | 4,50 CHF | 4,51 CHF | 67 000 | 67 000 | 67 305 | 67 305 | 298 647 CHF | 299 320 CHF | 100,00% | 100,00% |
14/06/2024 | 0,23% | 4,40 CHF | 4,41 CHF | 68 000 | 68 000 | 67 206 | 67 206 | 297 900 CHF | 298 573 CHF | 99,93% | 99,93% |