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% | 11.47 CHF | 11.48 CHF | 98,000 | 98,000 | 54,104 | 54,104 | 622,405 CHF | 622,948 CHF | 99.88% | 99.88% |
12/06/2024 | 0.09% | 11.69 CHF | 11.70 CHF | 97,000 | 97,000 | 55,505 | 55,505 | 619,477 CHF | 620,033 CHF | 99.92% | 99.92% |
11/06/2024 | 0.10% | 10.74 CHF | 10.75 CHF | 103,000 | 103,000 | 59,374 | 59,374 | 605,572 CHF | 606,168 CHF | 99.99% | 99.99% |
10/06/2024 | 0.10% | 10.20 CHF | 10.21 CHF | 108,000 | 108,000 | 59,312 | 59,312 | 610,154 CHF | 610,749 CHF | 100.00% | 100.00% |
07/06/2024 | 0.10% | 10.18 CHF | 10.19 CHF | 108,000 | 108,000 | 59,769 | 59,769 | 604,532 CHF | 605,131 CHF | 99.98% | 99.98% |
05/06/2024 | 0.10% | 10.17 CHF | 10.18 CHF | 108,000 | 108,000 | 59,363 | 59,363 | 601,266 CHF | 601,861 CHF | 99.99% | 99.99% |
04/06/2024 | 0.10% | 10.02 CHF | 10.03 CHF | 109,000 | 109,000 | 60,302 | 60,302 | 604,855 CHF | 605,459 CHF | 99.98% | 99.98% |
03/06/2024 | 0.10% | 10.08 CHF | 10.09 CHF | 108,000 | 108,000 | 59,452 | 59,452 | 600,375 CHF | 600,970 CHF | 99.87% | 99.87% |
31/05/2024 | 0.10% | 9.94 CHF | 9.95 CHF | 109,000 | 109,000 | 60,433 | 60,433 | 603,719 CHF | 604,325 CHF | 98.28% | 98.28% |
30/05/2024 | 0.10% | 10.01 CHF | 10.02 CHF | 109,000 | 109,000 | 60,216 | 60,216 | 600,508 CHF | 601,111 CHF | 100.00% | 100.00% |