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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/06/2024 | 1,03% | 2,19 CHF | 2,22 CHF | 12 500 | 12 500 | 12 500 | 12 500 | 26 842 CHF | 27 120 CHF | 100,00% | 100,00% |
24/06/2024 | 0,98% | 2,27 CHF | 2,30 CHF | 12 500 | 12 500 | 12 500 | 12 500 | 27 538 CHF | 27 809 CHF | 100,00% | 100,00% |
21/06/2024 | 0,56% | 2,19 CHF | 2,20 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 65 010 CHF | 54 480 CHF | 99,92% | 99,92% |
20/06/2024 | 0,59% | 2,20 CHF | 2,21 CHF | 30 000 | 25 000 | 30 000 | 24 748 | 63 506 CHF | 52 692 CHF | 98,52% | 98,52% |
19/06/2024 | 0,61% | 2,06 CHF | 2,08 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 61 815 CHF | 51 828 CHF | 100,00% | 100,00% |
18/06/2024 | 0,59% | 2,08 CHF | 2,09 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 61 817 CHF | 51 819 CHF | 100,00% | 100,00% |
17/06/2024 | 0,57% | 2,08 CHF | 2,10 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 65 122 CHF | 54 576 CHF | 99,58% | 99,58% |
14/06/2024 | 0,52% | 2,28 CHF | 2,29 CHF | 30 000 | 25 000 | 30 000 | 25 000 | 68 656 CHF | 57 513 CHF | 100,00% | 100,00% |
13/06/2024 | 0,47% | 2,38 CHF | 2,39 CHF | 30 000 | 25 000 | 29 294 | 25 000 | 72 469 CHF | 62 156 CHF | 99,19% | 99,19% |
12/06/2024 | 0,53% | 2,43 CHF | 2,44 CHF | 30 000 | 25 000 | 29 855 | 24 676 | 70 688 CHF | 58 731 CHF | 94,11% | 94,11% |