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 | 0.32% | 3.10 CHF | 3.11 CHF | 75,000 | 75,000 | 74,998 | 74,998 | 234,114 CHF | 234,864 CHF | 99.78% | 99.78% |
12/06/2024 | 0.32% | 3.14 CHF | 3.15 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 237,653 CHF | 238,403 CHF | 100.00% | 100.00% |
11/06/2024 | 0.31% | 3.18 CHF | 3.19 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 237,981 CHF | 238,731 CHF | 100.00% | 100.00% |
10/06/2024 | 0.31% | 3.20 CHF | 3.21 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 239,356 CHF | 240,106 CHF | 100.00% | 100.00% |
07/06/2024 | 0.31% | 3.24 CHF | 3.25 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 239,186 CHF | 239,936 CHF | 100.00% | 100.00% |
05/06/2024 | 0.31% | 3.28 CHF | 3.29 CHF | 75,000 | 75,000 | 74,978 | 74,978 | 244,705 CHF | 245,455 CHF | 100.00% | 100.00% |
04/06/2024 | 0.31% | 3.20 CHF | 3.21 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 244,151 CHF | 244,901 CHF | 100.00% | 100.00% |
03/06/2024 | 0.31% | 3.29 CHF | 3.30 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 245,129 CHF | 245,879 CHF | 100.00% | 100.00% |
31/05/2024 | 0.31% | 3.23 CHF | 3.24 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 241,341 CHF | 242,091 CHF | 99.94% | 99.94% |
30/05/2024 | 0.31% | 3.22 CHF | 3.23 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 239,821 CHF | 240,571 CHF | 100.00% | 100.00% |