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 |
---|---|---|---|---|---|---|---|---|---|---|---|
- | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | - | - |
12/06/2024 | 5.10% | 0.08 CHF | 0.09 CHF | 385,000 | 385,000 | 220,559 | 220,559 | 43,696 CHF | 45,907 CHF | 99.20% | 99.20% |
11/06/2024 | 2.21% | 0.31 CHF | 0.32 CHF | 410,000 | 410,000 | 235,740 | 235,740 | 104,828 CHF | 107,192 CHF | 100.00% | 100.00% |
10/06/2024 | 2.44% | 0.44 CHF | 0.45 CHF | 430,000 | 430,000 | 235,023 | 235,023 | 98,864 CHF | 101,220 CHF | 100.00% | 100.00% |
07/06/2024 | 2.24% | 0.45 CHF | 0.46 CHF | 430,000 | 430,000 | 237,561 | 237,561 | 107,197 CHF | 109,579 CHF | 99.99% | 99.99% |
05/06/2024 | 2.26% | 0.44 CHF | 0.45 CHF | 430,000 | 430,000 | 236,794 | 236,794 | 105,774 CHF | 108,148 CHF | 100.00% | 100.00% |
04/06/2024 | 2.13% | 0.47 CHF | 0.48 CHF | 435,000 | 435,000 | 239,644 | 239,644 | 113,258 CHF | 115,659 CHF | 99.99% | 99.99% |
03/06/2024 | 2.08% | 0.47 CHF | 0.48 CHF | 430,000 | 430,000 | 237,121 | 237,121 | 113,929 CHF | 116,304 CHF | 99.86% | 99.86% |
31/05/2024 | 1.94% | 0.53 CHF | 0.54 CHF | 435,000 | 435,000 | 240,105 | 240,105 | 124,673 CHF | 127,079 CHF | 98.35% | 98.35% |
30/05/2024 | 1.89% | 0.52 CHF | 0.53 CHF | 435,000 | 435,000 | 239,097 | 239,097 | 127,079 CHF | 129,475 CHF | 100.00% | 100.00% |