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 | 0,42% | 2,35 CHF | 2,36 CHF | 52 000 | 52 000 | 52 000 | 52 000 | 122 165 CHF | 122 685 CHF | 100,00% | 100,00% |
26/06/2024 | 0,42% | 2,36 CHF | 2,37 CHF | 52 000 | 52 000 | 51 674 | 51 674 | 123 881 CHF | 124 397 CHF | 98,15% | 98,15% |
25/06/2024 | 0,41% | 2,39 CHF | 2,40 CHF | 52 000 | 52 000 | 51 768 | 51 768 | 124 594 CHF | 125 111 CHF | 100,00% | 100,00% |
24/06/2024 | 0,41% | 2,48 CHF | 2,49 CHF | 51 000 | 51 000 | 51 711 | 51 711 | 124 668 CHF | 125 185 CHF | 99,91% | 99,91% |
21/06/2024 | 0,44% | 2,28 CHF | 2,29 CHF | 53 000 | 53 000 | 52 965 | 52 965 | 120 491 CHF | 121 020 CHF | 100,00% | 100,00% |
20/06/2024 | 0,43% | 2,37 CHF | 2,38 CHF | 52 000 | 52 000 | 52 814 | 52 814 | 121 910 CHF | 122 439 CHF | 100,00% | 100,00% |
19/06/2024 | 0,44% | 2,21 CHF | 2,22 CHF | 54 000 | 54 000 | 53 125 | 53 125 | 120 039 CHF | 120 570 CHF | 100,00% | 100,00% |
18/06/2024 | 0,44% | 2,29 CHF | 2,30 CHF | 53 000 | 53 000 | 53 031 | 53 031 | 120 491 CHF | 121 021 CHF | 100,00% | 100,00% |
17/06/2024 | 0,45% | 2,28 CHF | 2,29 CHF | 53 000 | 53 000 | 53 442 | 53 442 | 119 381 CHF | 119 916 CHF | 100,00% | 100,00% |
14/06/2024 | 0,46% | 2,14 CHF | 2,15 CHF | 54 000 | 54 000 | 54 277 | 54 277 | 116 515 CHF | 117 058 CHF | 99,98% | 99,98% |