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 | 0.48% | 2.06 CHF | 2.07 CHF | 124,000 | 124,000 | 122,171 | 122,171 | 251,364 CHF | 252,585 CHF | 98.84% | 98.84% |
13/06/2024 | 0.44% | 2.21 CHF | 2.22 CHF | 116,000 | 116,000 | 112,303 | 112,303 | 257,219 CHF | 258,342 CHF | 100.00% | 100.00% |
12/06/2024 | 0.42% | 2.34 CHF | 2.35 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 262,814 CHF | 263,930 CHF | 99.99% | 99.99% |
11/06/2024 | 0.42% | 2.35 CHF | 2.36 CHF | 112,000 | 112,000 | 110,488 | 110,488 | 262,672 CHF | 263,776 CHF | 99.35% | 99.35% |
10/06/2024 | 0.41% | 2.46 CHF | 2.47 CHF | 108,000 | 108,000 | 107,555 | 107,555 | 264,905 CHF | 265,981 CHF | 100.00% | 100.00% |
07/06/2024 | 0.40% | 2.55 CHF | 2.56 CHF | 104,000 | 104,000 | 107,113 | 107,113 | 266,869 CHF | 267,940 CHF | 99.99% | 99.99% |
05/06/2024 | 0.42% | 2.35 CHF | 2.36 CHF | 112,000 | 112,000 | 111,520 | 111,520 | 263,802 CHF | 264,918 CHF | 99.99% | 99.99% |
04/06/2024 | 0.41% | 2.39 CHF | 2.40 CHF | 112,000 | 112,000 | 108,929 | 108,929 | 262,996 CHF | 264,085 CHF | 99.47% | 99.47% |
03/06/2024 | 0.40% | 2.51 CHF | 2.52 CHF | 108,000 | 108,000 | 106,797 | 106,797 | 269,052 CHF | 270,120 CHF | 100.00% | 100.00% |
31/05/2024 | 0.39% | 2.55 CHF | 2.56 CHF | 104,000 | 104,000 | 103,711 | 103,711 | 265,101 CHF | 266,138 CHF | 97.27% | 97.27% |