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 | 0.09% | 11.94 CHF | 11.95 CHF | 98,000 | 98,000 | 54,099 | 54,099 | 647,619 CHF | 648,161 CHF | 99.87% | 99.87% |
12/06/2024 | 0.09% | 12.15 CHF | 12.16 CHF | 97,000 | 97,000 | 55,503 | 55,503 | 645,276 CHF | 645,832 CHF | 99.91% | 99.91% |
11/06/2024 | 0.10% | 11.21 CHF | 11.22 CHF | 103,000 | 103,000 | 59,373 | 59,373 | 633,294 CHF | 633,889 CHF | 99.98% | 99.98% |
10/06/2024 | 0.09% | 10.66 CHF | 10.67 CHF | 108,000 | 108,000 | 59,309 | 59,309 | 637,803 CHF | 638,398 CHF | 99.99% | 99.99% |
07/06/2024 | 0.10% | 10.64 CHF | 10.65 CHF | 108,000 | 108,000 | 59,759 | 59,759 | 632,190 CHF | 632,789 CHF | 99.97% | 99.97% |
05/06/2024 | 0.10% | 10.63 CHF | 10.64 CHF | 108,000 | 108,000 | 59,353 | 59,353 | 628,697 CHF | 629,292 CHF | 99.97% | 99.97% |
04/06/2024 | 0.10% | 10.48 CHF | 10.49 CHF | 109,000 | 109,000 | 60,308 | 60,308 | 632,919 CHF | 633,523 CHF | 99.98% | 99.98% |
03/06/2024 | 0.10% | 10.54 CHF | 10.55 CHF | 108,000 | 108,000 | 59,444 | 59,444 | 628,116 CHF | 628,711 CHF | 99.85% | 99.85% |
31/05/2024 | 0.10% | 10.41 CHF | 10.42 CHF | 109,000 | 109,000 | 60,434 | 60,434 | 632,122 CHF | 632,728 CHF | 98.30% | 98.30% |
30/05/2024 | 0.10% | 10.47 CHF | 10.48 CHF | 109,000 | 109,000 | 60,216 | 60,216 | 628,828 CHF | 629,431 CHF | 100.00% | 100.00% |