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 | 0.06% | 47.93 CHF | 47.96 CHF | 28,000 | 28,000 | 15,941 | 15,941 | 765,806 CHF | 766,285 CHF | 99.64% | 99.64% |
12/06/2024 | 0.07% | 48.64 CHF | 48.67 CHF | 28,000 | 28,000 | 16,109 | 16,109 | 754,063 CHF | 754,547 CHF | 99.80% | 99.80% |
11/06/2024 | 0.07% | 45.41 CHF | 45.44 CHF | 30,000 | 30,000 | 17,327 | 17,327 | 753,364 CHF | 753,885 CHF | 99.97% | 99.97% |
10/06/2024 | 0.07% | 43.48 CHF | 43.51 CHF | 31,000 | 31,000 | 17,514 | 17,514 | 766,978 CHF | 767,505 CHF | 99.99% | 99.99% |
07/06/2024 | 0.07% | 43.40 CHF | 43.43 CHF | 31,000 | 31,000 | 17,509 | 17,509 | 755,365 CHF | 755,892 CHF | 99.96% | 99.96% |
05/06/2024 | 0.07% | 43.34 CHF | 43.37 CHF | 31,000 | 31,000 | 17,507 | 17,507 | 756,041 CHF | 756,568 CHF | 99.98% | 99.98% |
04/06/2024 | 0.07% | 42.77 CHF | 42.80 CHF | 32,000 | 32,000 | 17,726 | 17,726 | 759,463 CHF | 759,995 CHF | 99.92% | 99.92% |
03/06/2024 | 0.07% | 43.03 CHF | 43.06 CHF | 31,000 | 31,000 | 17,532 | 17,532 | 756,420 CHF | 756,947 CHF | 99.85% | 99.85% |
31/05/2024 | 0.07% | 42.62 CHF | 42.65 CHF | 32,000 | 32,000 | 17,599 | 17,599 | 753,045 CHF | 753,574 CHF | 96.79% | 96.79% |
30/05/2024 | 0.07% | 42.84 CHF | 42.87 CHF | 32,000 | 32,000 | 17,605 | 17,605 | 752,574 CHF | 753,103 CHF | 99.53% | 99.53% |