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 | 0,51% | 1,95 CHF | 1,96 CHF | 52 000 | 52 000 | 52 000 | 52 000 | 101 465 CHF | 101 985 CHF | 99,92% | 99,92% |
26/06/2024 | 0,50% | 1,97 CHF | 1,98 CHF | 52 000 | 52 000 | 51 675 | 51 675 | 103 334 CHF | 103 850 CHF | 98,15% | 98,15% |
25/06/2024 | 0,50% | 1,99 CHF | 2,00 CHF | 52 000 | 52 000 | 51 768 | 51 768 | 104 031 CHF | 104 548 CHF | 100,00% | 100,00% |
24/06/2024 | 0,50% | 2,09 CHF | 2,10 CHF | 51 000 | 51 000 | 51 711 | 51 711 | 104 124 CHF | 104 641 CHF | 99,91% | 99,91% |
21/06/2024 | 0,53% | 1,88 CHF | 1,89 CHF | 53 000 | 53 000 | 52 965 | 52 965 | 99 602 CHF | 100 132 CHF | 99,99% | 99,99% |
20/06/2024 | 0,52% | 1,97 CHF | 1,98 CHF | 52 000 | 52 000 | 52 814 | 52 814 | 101 005 CHF | 101 533 CHF | 100,00% | 100,00% |
19/06/2024 | 0,54% | 1,82 CHF | 1,83 CHF | 54 000 | 54 000 | 53 125 | 53 125 | 99 096 CHF | 99 627 CHF | 100,00% | 100,00% |
18/06/2024 | 0,53% | 1,89 CHF | 1,90 CHF | 53 000 | 53 000 | 53 031 | 53 031 | 99 107 CHF | 99 637 CHF | 100,00% | 100,00% |
17/06/2024 | 0,55% | 1,88 CHF | 1,89 CHF | 53 000 | 53 000 | 53 439 | 53 439 | 97 729 CHF | 98 263 CHF | 99,99% | 99,99% |
14/06/2024 | 0,57% | 1,73 CHF | 1,74 CHF | 54 000 | 54 000 | 54 277 | 54 277 | 94 564 CHF | 95 106 CHF | 100,00% | 100,00% |