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 | 0.63% | 1.57 CHF | 1.58 CHF | 124,000 | 124,000 | 122,171 | 122,171 | 192,172 CHF | 193,393 CHF | 98.84% | 98.84% |
13/06/2024 | 0.55% | 1.72 CHF | 1.73 CHF | 116,000 | 116,000 | 112,303 | 112,303 | 202,116 CHF | 203,240 CHF | 99.99% | 99.99% |
12/06/2024 | 0.53% | 1.85 CHF | 1.86 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 208,225 CHF | 209,340 CHF | 99.93% | 99.93% |
11/06/2024 | 0.53% | 1.86 CHF | 1.87 CHF | 112,000 | 112,000 | 110,486 | 110,486 | 208,641 CHF | 209,746 CHF | 99.25% | 99.25% |
10/06/2024 | 0.51% | 1.97 CHF | 1.98 CHF | 108,000 | 108,000 | 107,555 | 107,555 | 212,309 CHF | 213,385 CHF | 100.00% | 100.00% |
07/06/2024 | 0.50% | 2.06 CHF | 2.07 CHF | 104,000 | 104,000 | 107,113 | 107,113 | 214,448 CHF | 215,519 CHF | 99.99% | 99.99% |
05/06/2024 | 0.53% | 1.86 CHF | 1.87 CHF | 112,000 | 112,000 | 111,519 | 111,519 | 208,878 CHF | 209,993 CHF | 100.00% | 100.00% |
04/06/2024 | 0.52% | 1.90 CHF | 1.91 CHF | 112,000 | 112,000 | 108,929 | 108,929 | 209,242 CHF | 210,331 CHF | 99.39% | 99.39% |
03/06/2024 | 0.49% | 2.02 CHF | 2.03 CHF | 108,000 | 108,000 | 106,796 | 106,796 | 216,084 CHF | 217,152 CHF | 100.00% | 100.00% |
31/05/2024 | 0.48% | 2.06 CHF | 2.07 CHF | 104,000 | 104,000 | 103,712 | 103,712 | 213,769 CHF | 214,806 CHF | 97.27% | 97.27% |