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 | 0,39% | 2,54 CHF | 2,55 CHF | 52 000 | 52 000 | 52 000 | 52 000 | 132 052 CHF | 132 572 CHF | 99,92% | 99,92% |
26/06/2024 | 0,39% | 2,55 CHF | 2,56 CHF | 52 000 | 52 000 | 51 674 | 51 674 | 133 656 CHF | 134 172 CHF | 98,15% | 98,15% |
25/06/2024 | 0,38% | 2,58 CHF | 2,59 CHF | 52 000 | 52 000 | 51 768 | 51 768 | 134 411 CHF | 134 929 CHF | 100,00% | 100,00% |
24/06/2024 | 0,38% | 2,67 CHF | 2,68 CHF | 51 000 | 51 000 | 51 711 | 51 711 | 134 476 CHF | 134 993 CHF | 99,90% | 99,90% |
21/06/2024 | 0,41% | 2,46 CHF | 2,47 CHF | 53 000 | 53 000 | 52 965 | 52 965 | 130 484 CHF | 131 014 CHF | 99,99% | 99,99% |
20/06/2024 | 0,40% | 2,56 CHF | 2,57 CHF | 52 000 | 52 000 | 52 814 | 52 814 | 131 844 CHF | 132 373 CHF | 99,99% | 99,99% |
19/06/2024 | 0,41% | 2,40 CHF | 2,41 CHF | 54 000 | 54 000 | 53 126 | 53 126 | 130 015 CHF | 130 547 CHF | 100,00% | 100,00% |
18/06/2024 | 0,41% | 2,48 CHF | 2,49 CHF | 53 000 | 53 000 | 53 031 | 53 031 | 130 480 CHF | 131 011 CHF | 100,00% | 100,00% |
17/06/2024 | 0,41% | 2,47 CHF | 2,48 CHF | 53 000 | 53 000 | 53 437 | 53 437 | 129 419 CHF | 129 954 CHF | 99,99% | 99,99% |
14/06/2024 | 0,43% | 2,32 CHF | 2,33 CHF | 54 000 | 54 000 | 54 278 | 54 278 | 126 726 CHF | 127 269 CHF | 100,00% | 100,00% |