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 | 1.13% | 4.24 CHF | 4.26 CHF | 24,500 | 24,500 | 11,015 | 11,015 | 47,201 CHF | 47,624 CHF | 99.57% | 99.57% |
12/06/2024 | 1.07% | 4.38 CHF | 4.40 CHF | 23,400 | 23,400 | 10,433 | 10,433 | 46,797 CHF | 47,196 CHF | 99.97% | 99.97% |
11/06/2024 | 1.07% | 4.52 CHF | 4.54 CHF | 23,100 | 23,100 | 10,367 | 10,367 | 47,208 CHF | 47,606 CHF | 100.00% | 100.00% |
10/06/2024 | 1.04% | 4.57 CHF | 4.59 CHF | 22,600 | 22,600 | 10,045 | 10,045 | 46,912 CHF | 47,297 CHF | 100.00% | 100.00% |
07/06/2024 | 1.02% | 4.80 CHF | 4.82 CHF | 22,000 | 22,000 | 9,910 | 9,910 | 47,373 CHF | 47,754 CHF | 99.97% | 99.97% |
05/06/2024 | 1.04% | 4.61 CHF | 4.63 CHF | 22,500 | 22,500 | 10,105 | 10,105 | 46,977 CHF | 47,366 CHF | 99.97% | 99.97% |
04/06/2024 | 1.12% | 4.54 CHF | 4.56 CHF | 24,200 | 24,200 | 10,834 | 10,834 | 47,987 CHF | 48,404 CHF | 99.97% | 99.97% |
03/06/2024 | 1.11% | 4.36 CHF | 4.38 CHF | 24,100 | 24,100 | 10,732 | 10,732 | 47,039 CHF | 47,450 CHF | 100.00% | 100.00% |
31/05/2024 | 0.99% | 4.18 CHF | 4.20 CHF | 25,600 | 25,600 | 11,491 | 11,491 | 47,422 CHF | 47,804 CHF | 99.70% | 99.70% |
30/05/2024 | 1.02% | 4.08 CHF | 4.10 CHF | 26,000 | 26,000 | 11,670 | 11,670 | 47,272 CHF | 47,659 CHF | 99.99% | 99.99% |