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 |
---|---|---|---|---|---|---|---|---|---|---|---|
05/06/2024 | 0.07% | 24.67 CHF | 24.68 CHF | 32,000 | 32,000 | 17,740 | 17,740 | 435,367 CHF | 435,652 CHF | 99.97% | 99.97% |
04/06/2024 | 0.07% | 24.10 CHF | 24.11 CHF | 33,000 | 33,000 | 17,786 | 17,786 | 429,611 CHF | 429,897 CHF | 99.94% | 99.94% |
03/06/2024 | 0.14% | 24.10 CHF | 24.11 CHF | 32,000 | 32,000 | 17,848 | 17,848 | 435,552 CHF | 436,055 CHF | 98.92% | 98.92% |
31/05/2024 | 0.14% | 24.01 CHF | 24.02 CHF | 32,000 | 32,000 | 17,762 | 17,762 | 431,620 CHF | 432,119 CHF | 98.83% | 98.83% |
30/05/2024 | 0.13% | 24.50 CHF | 24.51 CHF | 32,000 | 32,000 | 17,738 | 17,738 | 442,077 CHF | 442,577 CHF | 99.92% | 99.92% |
29/05/2024 | 0.07% | 25.40 CHF | 25.41 CHF | 31,000 | 31,000 | 17,417 | 17,417 | 440,630 CHF | 440,913 CHF | 99.14% | 99.14% |
28/05/2024 | 0.07% | 25.35 CHF | 25.36 CHF | 31,000 | 31,000 | 17,549 | 17,549 | 440,055 CHF | 440,339 CHF | 99.55% | 99.55% |
27/05/2024 | 0.08% | 25.11 CHF | 25.13 CHF | 16,000 | 16,000 | 14,357 | 14,357 | 360,092 CHF | 360,379 CHF | 99.07% | 99.07% |
24/05/2024 | 0.07% | 25.32 CHF | 25.33 CHF | 31,000 | 31,000 | 17,533 | 17,533 | 440,458 CHF | 440,741 CHF | 99.94% | 99.94% |
23/05/2024 | 0.07% | 25.41 CHF | 25.42 CHF | 31,000 | 31,000 | 17,423 | 17,423 | 444,641 CHF | 444,924 CHF | 99.48% | 99.48% |