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 | 0,74% | 1,34 CHF | 1,35 CHF | 52 000 | 52 000 | 52 000 | 52 000 | 69 759 CHF | 70 279 CHF | 100,00% | 100,00% |
26/06/2024 | 0,72% | 1,36 CHF | 1,37 CHF | 52 000 | 52 000 | 51 675 | 51 675 | 71 831 CHF | 72 347 CHF | 98,15% | 98,15% |
25/06/2024 | 0,71% | 1,38 CHF | 1,39 CHF | 52 000 | 52 000 | 51 768 | 51 768 | 72 538 CHF | 73 056 CHF | 100,00% | 100,00% |
24/06/2024 | 0,71% | 1,48 CHF | 1,49 CHF | 51 000 | 51 000 | 51 711 | 51 711 | 72 662 CHF | 73 179 CHF | 99,90% | 99,90% |
21/06/2024 | 0,78% | 1,27 CHF | 1,28 CHF | 53 000 | 53 000 | 52 965 | 52 965 | 67 514 CHF | 68 044 CHF | 99,99% | 99,99% |
20/06/2024 | 0,76% | 1,37 CHF | 1,38 CHF | 52 000 | 52 000 | 52 814 | 52 814 | 69 042 CHF | 69 571 CHF | 100,00% | 100,00% |
19/06/2024 | 0,79% | 1,22 CHF | 1,23 CHF | 54 000 | 54 000 | 53 125 | 53 125 | 67 075 CHF | 67 607 CHF | 100,00% | 100,00% |
18/06/2024 | 0,79% | 1,29 CHF | 1,30 CHF | 53 000 | 53 000 | 53 031 | 53 031 | 67 109 CHF | 67 640 CHF | 100,00% | 100,00% |
17/06/2024 | 0,82% | 1,27 CHF | 1,28 CHF | 53 000 | 53 000 | 53 436 | 53 436 | 65 337 CHF | 65 872 CHF | 100,00% | 100,00% |
14/06/2024 | 0,88% | 1,13 CHF | 1,14 CHF | 54 000 | 54 000 | 54 278 | 54 278 | 61 783 CHF | 62 326 CHF | 99,98% | 99,98% |