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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/06/2024 | 0.57% | 5.11 CHF | 5.14 CHF | 28,000 | 28,000 | 27,561 | 27,561 | 144,828 CHF | 145,655 CHF | 99.99% | 99.99% |
14/06/2024 | 0.54% | 5.47 CHF | 5.50 CHF | 27,000 | 27,000 | 27,000 | 27,000 | 150,085 CHF | 150,895 CHF | 99.97% | 99.97% |
13/06/2024 | 0.52% | 5.68 CHF | 5.71 CHF | 27,000 | 27,000 | 26,227 | 26,227 | 150,418 CHF | 151,206 CHF | 99.99% | 99.99% |
12/06/2024 | 0.52% | 5.86 CHF | 5.89 CHF | 26,000 | 26,000 | 26,004 | 26,004 | 150,677 CHF | 151,457 CHF | 99.94% | 99.94% |
11/06/2024 | 0.51% | 5.79 CHF | 5.82 CHF | 26,000 | 26,000 | 26,000 | 26,000 | 153,469 CHF | 154,249 CHF | 99.98% | 99.98% |
10/06/2024 | 0.50% | 5.95 CHF | 5.98 CHF | 26,000 | 26,000 | 26,000 | 26,000 | 155,830 CHF | 156,610 CHF | 99.98% | 99.98% |
07/06/2024 | 0.49% | 6.10 CHF | 6.13 CHF | 26,000 | 26,000 | 25,345 | 25,345 | 155,874 CHF | 156,635 CHF | 99.99% | 99.99% |
05/06/2024 | 0.49% | 6.07 CHF | 6.10 CHF | 26,000 | 26,000 | 25,987 | 25,987 | 157,293 CHF | 158,073 CHF | 99.61% | 99.61% |
04/06/2024 | 0.50% | 5.94 CHF | 5.97 CHF | 26,000 | 26,000 | 26,000 | 26,000 | 154,699 CHF | 155,479 CHF | 99.99% | 99.99% |
03/06/2024 | 0.50% | 5.95 CHF | 5.98 CHF | 26,000 | 26,000 | 26,000 | 26,000 | 157,015 CHF | 157,795 CHF | 100.00% | 100.00% |