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 | 0.54% | 1.89 CHF | 1.90 CHF | 120,000 | 120,000 | 120,702 | 120,702 | 224,806 CHF | 226,013 CHF | 100.00% | 100.00% |
14/06/2024 | 0.54% | 1.85 CHF | 1.86 CHF | 124,000 | 124,000 | 122,171 | 122,171 | 226,538 CHF | 227,760 CHF | 98.85% | 98.85% |
13/06/2024 | 0.48% | 2.01 CHF | 2.02 CHF | 116,000 | 116,000 | 112,303 | 112,303 | 234,179 CHF | 235,302 CHF | 100.00% | 100.00% |
12/06/2024 | 0.46% | 2.13 CHF | 2.14 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 239,895 CHF | 241,011 CHF | 100.00% | 100.00% |
11/06/2024 | 0.46% | 2.15 CHF | 2.16 CHF | 112,000 | 112,000 | 110,487 | 110,487 | 240,068 CHF | 241,173 CHF | 99.26% | 99.26% |
10/06/2024 | 0.44% | 2.25 CHF | 2.26 CHF | 108,000 | 108,000 | 107,555 | 107,555 | 242,858 CHF | 243,934 CHF | 99.99% | 99.99% |
07/06/2024 | 0.44% | 2.35 CHF | 2.36 CHF | 104,000 | 104,000 | 107,113 | 107,113 | 244,759 CHF | 245,830 CHF | 100.00% | 100.00% |
05/06/2024 | 0.46% | 2.15 CHF | 2.16 CHF | 112,000 | 112,000 | 111,520 | 111,520 | 240,815 CHF | 241,930 CHF | 100.00% | 100.00% |
04/06/2024 | 0.45% | 2.19 CHF | 2.20 CHF | 112,000 | 112,000 | 108,929 | 108,929 | 240,434 CHF | 241,523 CHF | 99.47% | 99.47% |
03/06/2024 | 0.43% | 2.31 CHF | 2.32 CHF | 108,000 | 108,000 | 106,798 | 106,798 | 246,844 CHF | 247,912 CHF | 100.00% | 100.00% |