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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10/06/2024 | 0.15% | 22.89 CHF | 22.90 CHF | 32,000 | 32,000 | 17,691 | 17,691 | 405,836 CHF | 406,338 CHF | 99.59% | 99.59% |
07/06/2024 | 0.14% | 23.41 CHF | 23.42 CHF | 32,000 | 32,000 | 17,575 | 17,575 | 410,521 CHF | 411,007 CHF | 98.66% | 98.66% |
05/06/2024 | 0.08% | 23.08 CHF | 23.09 CHF | 32,000 | 32,000 | 17,740 | 17,740 | 407,261 CHF | 407,547 CHF | 99.97% | 99.97% |
04/06/2024 | 0.08% | 22.52 CHF | 22.53 CHF | 33,000 | 33,000 | 17,789 | 17,789 | 401,517 CHF | 401,803 CHF | 99.96% | 99.96% |
03/06/2024 | 0.15% | 22.51 CHF | 22.52 CHF | 32,000 | 32,000 | 17,845 | 17,845 | 406,984 CHF | 407,487 CHF | 98.91% | 98.91% |
31/05/2024 | 0.15% | 22.41 CHF | 22.42 CHF | 32,000 | 32,000 | 17,762 | 17,762 | 403,169 CHF | 403,668 CHF | 98.83% | 98.83% |
30/05/2024 | 0.14% | 22.90 CHF | 22.91 CHF | 32,000 | 32,000 | 17,742 | 17,742 | 413,683 CHF | 414,184 CHF | 99.92% | 99.92% |
29/05/2024 | 0.08% | 23.78 CHF | 23.79 CHF | 31,000 | 31,000 | 17,419 | 17,419 | 412,505 CHF | 412,788 CHF | 99.16% | 99.16% |
28/05/2024 | 0.08% | 23.73 CHF | 23.74 CHF | 31,000 | 31,000 | 17,524 | 17,524 | 411,154 CHF | 411,437 CHF | 99.54% | 99.54% |
27/05/2024 | 0.09% | 23.49 CHF | 23.51 CHF | 16,000 | 16,000 | 14,255 | 14,255 | 334,462 CHF | 334,748 CHF | 98.92% | 98.92% |