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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/06/2024 | 0.49% | 50.55 CHF | 50.80 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 768,328 CHF | 772,078 CHF | 99.17% | 99.17% |
12/06/2024 | 0.49% | 51.50 CHF | 51.75 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 762,612 CHF | 766,362 CHF | 99.17% | 99.17% |
11/06/2024 | 0.50% | 50.00 CHF | 50.25 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 750,352 CHF | 754,102 CHF | 99.17% | 99.17% |
10/06/2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
07/06/2024 | 0.50% | 50.30 CHF | 50.55 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 751,500 CHF | 755,250 CHF | 99.17% | 99.17% |
05/06/2024 | 0.50% | 50.05 CHF | 50.30 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 746,185 CHF | 749,935 CHF | 99.15% | 99.15% |
04/06/2024 | 0.51% | 49.05 CHF | 49.30 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 738,540 CHF | 742,290 CHF | 99.14% | 99.14% |
03/06/2024 | 0.50% | 49.60 CHF | 49.85 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 746,325 CHF | 750,075 CHF | 99.16% | 99.16% |
31/05/2024 | 0.50% | 49.25 CHF | 49.50 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 741,788 CHF | 745,538 CHF | 31.81% | 31.81% |
30/05/2024 | 0.51% | 49.30 CHF | 49.55 CHF | 15,000 | 15,000 | 15,000 | 15,000 | 737,679 CHF | 741,429 CHF | 99.35% | 99.35% |