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 | 0.50% | 2.01 CHF | 2.02 CHF | 124,000 | 124,000 | 122,171 | 122,171 | 245,241 CHF | 246,463 CHF | 98.84% | 98.84% |
13/06/2024 | 0.45% | 2.16 CHF | 2.17 CHF | 116,000 | 116,000 | 112,303 | 112,303 | 251,518 CHF | 252,642 CHF | 100.00% | 100.00% |
12/06/2024 | 0.43% | 2.29 CHF | 2.30 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 257,158 CHF | 258,274 CHF | 99.99% | 99.99% |
11/06/2024 | 0.43% | 2.30 CHF | 2.31 CHF | 112,000 | 112,000 | 110,486 | 110,486 | 257,083 CHF | 258,188 CHF | 99.26% | 99.26% |
10/06/2024 | 0.41% | 2.41 CHF | 2.42 CHF | 108,000 | 108,000 | 107,555 | 107,555 | 259,440 CHF | 260,515 CHF | 100.00% | 100.00% |
07/06/2024 | 0.41% | 2.50 CHF | 2.51 CHF | 104,000 | 104,000 | 107,113 | 107,113 | 261,673 CHF | 262,744 CHF | 99.99% | 99.99% |
05/06/2024 | 0.43% | 2.30 CHF | 2.31 CHF | 112,000 | 112,000 | 111,519 | 111,519 | 258,118 CHF | 259,233 CHF | 100.00% | 100.00% |
04/06/2024 | 0.42% | 2.34 CHF | 2.35 CHF | 112,000 | 112,000 | 108,928 | 108,928 | 257,433 CHF | 258,522 CHF | 99.46% | 99.46% |
03/06/2024 | 0.40% | 2.46 CHF | 2.47 CHF | 108,000 | 108,000 | 106,796 | 106,796 | 263,564 CHF | 264,632 CHF | 100.00% | 100.00% |
31/05/2024 | 0.40% | 2.50 CHF | 2.51 CHF | 104,000 | 104,000 | 103,712 | 103,712 | 260,031 CHF | 261,068 CHF | 97.27% | 97.27% |