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 | 0.35% | 2.83 CHF | 2.84 CHF | 54,000 | 54,000 | 53,966 | 53,966 | 155,189 CHF | 155,729 CHF | 100.00% | 100.00% |
12/06/2024 | 0.34% | 2.92 CHF | 2.93 CHF | 54,000 | 54,000 | 54,000 | 54,000 | 157,952 CHF | 158,492 CHF | 100.00% | 100.00% |
11/06/2024 | 0.34% | 2.87 CHF | 2.88 CHF | 54,000 | 54,000 | 53,955 | 53,955 | 156,717 CHF | 157,256 CHF | 99.95% | 99.95% |
10/06/2024 | 0.34% | 2.90 CHF | 2.91 CHF | 54,000 | 54,000 | 54,000 | 54,000 | 157,526 CHF | 158,066 CHF | 100.00% | 100.00% |
07/06/2024 | 0.34% | 3.00 CHF | 3.01 CHF | 52,000 | 52,000 | 53,352 | 53,352 | 157,887 CHF | 158,420 CHF | 99.99% | 99.99% |
05/06/2024 | 0.34% | 2.95 CHF | 2.96 CHF | 54,000 | 54,000 | 53,972 | 53,972 | 158,589 CHF | 159,129 CHF | 98.57% | 98.57% |
04/06/2024 | 0.34% | 2.89 CHF | 2.90 CHF | 54,000 | 54,000 | 53,975 | 53,975 | 157,929 CHF | 158,469 CHF | 99.99% | 99.99% |
03/06/2024 | 0.33% | 2.97 CHF | 2.98 CHF | 54,000 | 54,000 | 52,096 | 52,096 | 156,761 CHF | 157,282 CHF | 100.00% | 100.00% |
31/05/2024 | 0.33% | 3.03 CHF | 3.04 CHF | 52,000 | 52,000 | 52,006 | 52,006 | 156,489 CHF | 157,009 CHF | 97.27% | 97.27% |
30/05/2024 | 0.34% | 2.92 CHF | 2.93 CHF | 54,000 | 54,000 | 53,544 | 53,544 | 157,636 CHF | 158,171 CHF | 99.97% | 99.97% |