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 | 0.20% | 5.11 CHF | 5.12 CHF | 195,000 | 195,000 | 108,288 | 108,288 | 545,997 CHF | 547,084 CHF | 100.00% | 100.00% |
14/06/2024 | 0.20% | 5.01 CHF | 5.02 CHF | 198,000 | 198,000 | 108,611 | 108,611 | 544,994 CHF | 546,083 CHF | 100.00% | 100.00% |
13/06/2024 | 0.20% | 5.03 CHF | 5.04 CHF | 195,000 | 195,000 | 107,806 | 107,806 | 544,246 CHF | 545,327 CHF | 99.86% | 99.86% |
12/06/2024 | 0.21% | 5.14 CHF | 5.15 CHF | 193,000 | 193,000 | 110,223 | 110,223 | 537,631 CHF | 538,736 CHF | 99.91% | 99.91% |
11/06/2024 | 0.24% | 4.66 CHF | 4.67 CHF | 205,000 | 205,000 | 117,919 | 117,919 | 518,129 CHF | 519,312 CHF | 100.00% | 100.00% |
10/06/2024 | 0.23% | 4.39 CHF | 4.40 CHF | 215,000 | 215,000 | 117,662 | 117,662 | 522,206 CHF | 523,386 CHF | 100.00% | 100.00% |
07/06/2024 | 0.23% | 4.38 CHF | 4.39 CHF | 215,000 | 215,000 | 118,892 | 118,892 | 517,843 CHF | 519,035 CHF | 99.97% | 99.97% |
05/06/2024 | 0.23% | 4.38 CHF | 4.39 CHF | 215,000 | 215,000 | 118,507 | 118,507 | 516,970 CHF | 518,159 CHF | 99.99% | 99.99% |
04/06/2024 | 0.24% | 4.31 CHF | 4.32 CHF | 218,000 | 218,000 | 119,939 | 119,939 | 517,389 CHF | 518,591 CHF | 99.99% | 99.99% |
03/06/2024 | 0.24% | 4.33 CHF | 4.34 CHF | 215,000 | 215,000 | 118,679 | 118,679 | 515,252 CHF | 516,441 CHF | 99.86% | 99.86% |