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 | 0.15% | 7.39 CHF | 7.40 CHF | 50,000 | 50,000 | 29,477 | 29,477 | 220,046 CHF | 220,365 CHF | 95.03% | 95.03% |
14/06/2024 | 0.14% | 7.48 CHF | 7.49 CHF | 50,000 | 50,000 | 30,478 | 30,478 | 228,468 CHF | 228,794 CHF | 98.70% | 98.70% |
13/06/2024 | 0.14% | 7.63 CHF | 7.64 CHF | 50,000 | 50,000 | 30,435 | 30,435 | 237,870 CHF | 238,198 CHF | 99.58% | 99.58% |
12/06/2024 | 0.14% | 7.92 CHF | 7.93 CHF | 50,000 | 50,000 | 30,476 | 30,476 | 240,630 CHF | 240,958 CHF | 98.88% | 98.88% |
11/06/2024 | 0.14% | 7.82 CHF | 7.83 CHF | 50,000 | 50,000 | 29,893 | 29,893 | 234,930 CHF | 235,254 CHF | 95.63% | 95.63% |
10/06/2024 | 0.14% | 7.87 CHF | 7.88 CHF | 50,000 | 50,000 | 30,430 | 30,430 | 233,506 CHF | 233,834 CHF | 99.66% | 99.66% |
07/06/2024 | 0.14% | 7.71 CHF | 7.72 CHF | 50,000 | 50,000 | 30,421 | 30,421 | 233,312 CHF | 233,640 CHF | 99.60% | 99.60% |
05/06/2024 | 0.15% | 7.29 CHF | 7.30 CHF | 50,000 | 50,000 | 30,434 | 30,434 | 220,184 CHF | 220,512 CHF | 99.51% | 99.51% |
04/06/2024 | 0.16% | 7.03 CHF | 7.04 CHF | 50,000 | 50,000 | 30,423 | 30,423 | 214,326 CHF | 214,654 CHF | 99.42% | 99.42% |
03/06/2024 | 0.16% | 7.01 CHF | 7.02 CHF | 50,000 | 50,000 | 30,423 | 30,423 | 214,083 CHF | 214,411 CHF | 99.62% | 99.62% |