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 | 0.07% | 42.25 CHF | 42.27 CHF | 33,000 | 33,000 | 14,371 | 14,371 | 608,518 CHF | 608,907 CHF | 96.58% | 96.58% |
12/06/2024 | 0.03% | 40.99 CHF | 41.00 CHF | 33,000 | 33,000 | 15,548 | 15,548 | 628,931 CHF | 629,087 CHF | 98.62% | 98.62% |
11/06/2024 | 0.03% | 39.80 CHF | 39.81 CHF | 35,000 | 35,000 | 15,692 | 15,692 | 627,700 CHF | 627,857 CHF | 97.38% | 97.38% |
10/06/2024 | 0.03% | 40.19 CHF | 40.20 CHF | 35,000 | 35,000 | 15,396 | 15,396 | 608,872 CHF | 609,026 CHF | 94.53% | 94.53% |
07/06/2024 | 0.03% | 39.05 CHF | 39.06 CHF | 36,000 | 36,000 | 15,831 | 15,831 | 622,082 CHF | 622,240 CHF | 96.47% | 96.47% |
05/06/2024 | 0.03% | 39.29 CHF | 39.30 CHF | 35,000 | 35,000 | 15,834 | 15,834 | 612,959 CHF | 613,118 CHF | 99.18% | 99.18% |
04/06/2024 | 0.03% | 37.13 CHF | 37.14 CHF | 37,000 | 37,000 | 16,513 | 16,513 | 616,931 CHF | 617,097 CHF | 98.30% | 98.30% |
03/06/2024 | 0.03% | 36.74 CHF | 36.75 CHF | 38,000 | 38,000 | 16,927 | 16,927 | 627,791 CHF | 627,960 CHF | 97.53% | 97.53% |
31/05/2024 | 0.03% | 35.93 CHF | 35.94 CHF | 38,000 | 38,000 | 16,745 | 16,745 | 610,539 CHF | 610,707 CHF | 94.31% | 94.31% |
30/05/2024 | 0.03% | 37.28 CHF | 37.29 CHF | 37,000 | 37,000 | 15,974 | 15,974 | 602,506 CHF | 602,666 CHF | 97.67% | 97.67% |