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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/06/2024 | 0.11% | 25.73 CHF | 25.74 CHF | 46,000 | 46,000 | 20,554 | 20,554 | 536,153 CHF | 536,594 CHF | 99.78% | 99.78% |
12/06/2024 | 0.07% | 26.27 CHF | 26.28 CHF | 45,000 | 45,000 | 20,438 | 20,438 | 536,306 CHF | 536,618 CHF | 99.59% | 99.59% |
11/06/2024 | 0.07% | 26.16 CHF | 26.17 CHF | 45,000 | 45,000 | 20,492 | 20,492 | 537,003 CHF | 537,315 CHF | 99.82% | 99.82% |
10/06/2024 | 0.07% | 26.23 CHF | 26.24 CHF | 45,000 | 45,000 | 20,811 | 20,811 | 538,268 CHF | 538,586 CHF | 99.96% | 99.96% |
07/06/2024 | 0.07% | 25.89 CHF | 25.90 CHF | 45,000 | 45,000 | 20,860 | 20,860 | 537,768 CHF | 538,086 CHF | 99.58% | 99.58% |
05/06/2024 | 0.07% | 25.03 CHF | 25.04 CHF | 47,000 | 47,000 | 21,153 | 21,153 | 526,601 CHF | 526,923 CHF | 99.73% | 99.73% |
04/06/2024 | 0.07% | 24.45 CHF | 24.46 CHF | 48,000 | 48,000 | 21,268 | 21,268 | 521,119 CHF | 521,442 CHF | 99.47% | 99.47% |
03/06/2024 | 0.07% | 24.48 CHF | 24.49 CHF | 48,000 | 48,000 | 21,052 | 21,052 | 517,328 CHF | 517,648 CHF | 99.14% | 99.14% |
31/05/2024 | 0.07% | 24.26 CHF | 24.27 CHF | 48,000 | 48,000 | 20,555 | 20,555 | 507,467 CHF | 507,775 CHF | 97.75% | 97.75% |
30/05/2024 | 0.07% | 25.20 CHF | 25.21 CHF | 46,000 | 46,000 | 20,940 | 20,940 | 532,704 CHF | 533,024 CHF | 99.80% | 99.80% |