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 | 0.40% | 6.41 CHF | 6.44 CHF | 20,000 | 20,000 | 20,000 | 20,000 | 129,523 CHF | 130,043 CHF | 99.08% | 99.08% |
12/06/2024 | 0.40% | 6.56 CHF | 6.58 CHF | 25,000 | 25,000 | 24,602 | 24,602 | 156,245 CHF | 156,856 CHF | 95.01% | 95.01% |
11/06/2024 | 0.41% | 6.23 CHF | 6.26 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 154,808 CHF | 155,440 CHF | 99.76% | 99.76% |
10/06/2024 | 0.39% | 6.17 CHF | 6.20 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 153,538 CHF | 154,135 CHF | 99.61% | 99.61% |
07/06/2024 | 0.40% | 6.11 CHF | 6.13 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 152,183 CHF | 152,788 CHF | 99.19% | 99.19% |
05/06/2024 | 0.40% | 6.07 CHF | 6.10 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 147,850 CHF | 148,436 CHF | 99.61% | 99.61% |
04/06/2024 | 0.40% | 5.77 CHF | 5.79 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 143,296 CHF | 143,870 CHF | 100.00% | 100.00% |
03/06/2024 | 0.41% | 5.66 CHF | 5.68 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 146,493 CHF | 147,096 CHF | 97.07% | 97.07% |
31/05/2024 | 0.42% | 5.98 CHF | 6.00 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 149,246 CHF | 149,879 CHF | 99.10% | 99.10% |
30/05/2024 | 0.40% | 6.03 CHF | 6.05 CHF | 25,000 | 25,000 | 25,000 | 25,000 | 150,079 CHF | 150,682 CHF | 99.91% | 99.91% |