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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/06/2024 | 0.49% | 2.05 CHF | 2.06 CHF | 124,000 | 124,000 | 122,172 | 122,172 | 250,748 CHF | 251,970 CHF | 98.85% | 98.85% |
13/06/2024 | 0.44% | 2.21 CHF | 2.22 CHF | 116,000 | 116,000 | 112,292 | 112,292 | 256,683 CHF | 257,807 CHF | 99.99% | 99.99% |
12/06/2024 | 0.42% | 2.33 CHF | 2.34 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 262,216 CHF | 263,331 CHF | 99.98% | 99.98% |
11/06/2024 | 0.42% | 2.35 CHF | 2.36 CHF | 112,000 | 112,000 | 110,486 | 110,486 | 262,158 CHF | 263,263 CHF | 99.26% | 99.26% |
10/06/2024 | 0.41% | 2.46 CHF | 2.47 CHF | 108,000 | 108,000 | 107,555 | 107,555 | 264,611 CHF | 265,686 CHF | 100.00% | 100.00% |
07/06/2024 | 0.40% | 2.55 CHF | 2.56 CHF | 104,000 | 104,000 | 107,112 | 107,112 | 266,556 CHF | 267,627 CHF | 99.98% | 99.98% |
05/06/2024 | 0.42% | 2.35 CHF | 2.36 CHF | 112,000 | 112,000 | 111,519 | 111,519 | 263,305 CHF | 264,420 CHF | 100.00% | 100.00% |
04/06/2024 | 0.41% | 2.39 CHF | 2.40 CHF | 112,000 | 112,000 | 108,929 | 108,929 | 262,378 CHF | 263,467 CHF | 99.36% | 99.36% |
03/06/2024 | 0.40% | 2.51 CHF | 2.52 CHF | 108,000 | 108,000 | 106,797 | 106,797 | 268,535 CHF | 269,603 CHF | 99.99% | 99.99% |
31/05/2024 | 0.39% | 2.55 CHF | 2.56 CHF | 104,000 | 104,000 | 103,712 | 103,712 | 264,930 CHF | 265,968 CHF | 97.28% | 97.28% |