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 | 0,69% | 1,43 CHF | 1,44 CHF | 88 000 | 88 000 | 87 647 | 87 647 | 127 220 CHF | 128 096 CHF | 100,00% | 100,00% |
24/06/2024 | 0,69% | 1,46 CHF | 1,47 CHF | 88 000 | 88 000 | 87 510 | 87 510 | 125 760 CHF | 126 635 CHF | 99,52% | 99,52% |
21/06/2024 | 0,65% | 1,54 CHF | 1,55 CHF | 90 000 | 90 000 | 89 942 | 89 942 | 137 652 CHF | 138 551 CHF | 100,00% | 100,00% |
20/06/2024 | 0,64% | 1,54 CHF | 1,55 CHF | 90 000 | 90 000 | 90 984 | 90 984 | 140 872 CHF | 141 782 CHF | 100,00% | 100,00% |
19/06/2024 | 0,64% | 1,57 CHF | 1,58 CHF | 92 000 | 92 000 | 91 576 | 91 576 | 143 566 CHF | 144 482 CHF | 100,00% | 100,00% |
18/06/2024 | 0,66% | 1,51 CHF | 1,52 CHF | 90 000 | 90 000 | 89 684 | 89 684 | 134 720 CHF | 135 617 CHF | 100,00% | 100,00% |
17/06/2024 | 0,67% | 1,49 CHF | 1,50 CHF | 90 000 | 90 000 | 89 309 | 89 309 | 132 864 CHF | 133 758 CHF | 99,99% | 99,99% |
14/06/2024 | 0,67% | 1,47 CHF | 1,48 CHF | 90 000 | 90 000 | 89 626 | 89 626 | 133 311 CHF | 134 207 CHF | 99,99% | 99,99% |
13/06/2024 | 0,66% | 1,50 CHF | 1,51 CHF | 88 000 | 88 000 | 87 916 | 87 916 | 133 265 CHF | 134 145 CHF | 99,34% | 99,34% |
12/06/2024 | 0,71% | 1,41 CHF | 1,42 CHF | 86 000 | 86 000 | 85 823 | 85 823 | 120 078 CHF | 120 936 CHF | 99,38% | 99,38% |