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 | 0.58% | 1.75 CHF | 1.76 CHF | 120,000 | 120,000 | 120,697 | 120,697 | 206,916 CHF | 208,124 CHF | 99.99% | 99.99% |
14/06/2024 | 0.59% | 1.70 CHF | 1.71 CHF | 124,000 | 124,000 | 122,172 | 122,172 | 208,189 CHF | 209,411 CHF | 98.84% | 98.84% |
13/06/2024 | 0.52% | 1.85 CHF | 1.86 CHF | 116,000 | 116,000 | 112,292 | 112,292 | 217,040 CHF | 218,164 CHF | 99.99% | 99.99% |
12/06/2024 | 0.50% | 1.98 CHF | 1.99 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 223,214 CHF | 224,329 CHF | 100.00% | 100.00% |
11/06/2024 | 0.49% | 2.00 CHF | 2.01 CHF | 112,000 | 112,000 | 110,487 | 110,487 | 223,566 CHF | 224,671 CHF | 99.34% | 99.34% |
10/06/2024 | 0.47% | 2.10 CHF | 2.11 CHF | 108,000 | 108,000 | 107,555 | 107,555 | 226,775 CHF | 227,850 CHF | 99.99% | 99.99% |
07/06/2024 | 0.47% | 2.20 CHF | 2.21 CHF | 104,000 | 104,000 | 107,112 | 107,112 | 228,672 CHF | 229,743 CHF | 99.98% | 99.98% |
05/06/2024 | 0.50% | 2.00 CHF | 2.01 CHF | 112,000 | 112,000 | 111,519 | 111,519 | 224,026 CHF | 225,141 CHF | 100.00% | 100.00% |
04/06/2024 | 0.49% | 2.04 CHF | 2.05 CHF | 112,000 | 112,000 | 108,928 | 108,928 | 224,037 CHF | 225,127 CHF | 99.47% | 99.47% |
03/06/2024 | 0.46% | 2.16 CHF | 2.17 CHF | 108,000 | 108,000 | 106,797 | 106,797 | 230,677 CHF | 231,745 CHF | 99.97% | 99.97% |