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 | 0.50% | 1.92 CHF | 1.93 CHF | 83,000 | 83,000 | 81,964 | 81,964 | 164,093 CHF | 164,913 CHF | 99.99% | 99.99% |
12/06/2024 | 0.47% | 2.08 CHF | 2.09 CHF | 81,000 | 81,000 | 80,760 | 80,760 | 171,379 CHF | 172,187 CHF | 99.92% | 99.92% |
11/06/2024 | 0.46% | 2.10 CHF | 2.11 CHF | 81,000 | 81,000 | 80,347 | 80,347 | 172,837 CHF | 173,641 CHF | 99.99% | 99.99% |
10/06/2024 | 0.46% | 2.20 CHF | 2.21 CHF | 80,000 | 80,000 | 80,382 | 80,382 | 172,779 CHF | 173,583 CHF | 100.00% | 100.00% |
07/06/2024 | 0.45% | 2.22 CHF | 2.23 CHF | 79,000 | 79,000 | 79,342 | 79,342 | 174,861 CHF | 175,655 CHF | 100.00% | 100.00% |
05/06/2024 | 0.45% | 2.20 CHF | 2.21 CHF | 79,000 | 79,000 | 79,349 | 79,349 | 175,309 CHF | 176,102 CHF | 99.99% | 99.99% |
04/06/2024 | 0.46% | 2.12 CHF | 2.13 CHF | 81,000 | 81,000 | 80,047 | 80,047 | 172,188 CHF | 172,989 CHF | 100.00% | 100.00% |
03/06/2024 | 0.41% | 2.31 CHF | 2.32 CHF | 78,000 | 78,000 | 76,514 | 76,514 | 184,048 CHF | 184,814 CHF | 99.99% | 99.99% |
31/05/2024 | 0.42% | 2.42 CHF | 2.43 CHF | 76,000 | 76,000 | 76,677 | 76,677 | 182,863 CHF | 183,630 CHF | 98.63% | 98.63% |
30/05/2024 | 0.44% | 2.25 CHF | 2.26 CHF | 78,000 | 78,000 | 78,096 | 78,096 | 176,090 CHF | 176,871 CHF | 100.00% | 100.00% |