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 | 0.28% | 3.52 CHF | 3.53 CHF | 83,000 | 83,000 | 81,964 | 81,964 | 295,150 CHF | 295,970 CHF | 100.00% | 100.00% |
12/06/2024 | 0.27% | 3.68 CHF | 3.69 CHF | 81,000 | 81,000 | 80,759 | 80,759 | 300,152 CHF | 300,959 CHF | 99.90% | 99.90% |
11/06/2024 | 0.27% | 3.69 CHF | 3.70 CHF | 81,000 | 81,000 | 80,347 | 80,347 | 300,816 CHF | 301,619 CHF | 99.99% | 99.99% |
10/06/2024 | 0.27% | 3.79 CHF | 3.80 CHF | 80,000 | 80,000 | 80,381 | 80,381 | 300,859 CHF | 301,663 CHF | 100.00% | 100.00% |
07/06/2024 | 0.26% | 3.82 CHF | 3.83 CHF | 79,000 | 79,000 | 79,342 | 79,342 | 301,899 CHF | 302,692 CHF | 100.00% | 100.00% |
05/06/2024 | 0.26% | 3.81 CHF | 3.82 CHF | 79,000 | 79,000 | 79,352 | 79,352 | 302,456 CHF | 303,249 CHF | 100.00% | 100.00% |
04/06/2024 | 0.27% | 3.71 CHF | 3.72 CHF | 81,000 | 81,000 | 80,046 | 80,046 | 300,485 CHF | 301,286 CHF | 99.99% | 99.99% |
03/06/2024 | 0.25% | 3.92 CHF | 3.93 CHF | 78,000 | 78,000 | 76,514 | 76,514 | 307,448 CHF | 308,213 CHF | 100.00% | 100.00% |
31/05/2024 | 0.25% | 4.04 CHF | 4.05 CHF | 76,000 | 76,000 | 76,676 | 76,676 | 307,023 CHF | 307,790 CHF | 98.63% | 98.63% |
30/05/2024 | 0.26% | 3.87 CHF | 3.88 CHF | 78,000 | 78,000 | 78,096 | 78,096 | 302,405 CHF | 303,186 CHF | 100.00% | 100.00% |