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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/06/2024 | 1.25% | 0.81 CHF | 0.82 CHF | 483,900 | 483,900 | 265,827 | 265,827 | 216,773 CHF | 219,438 CHF | 99.99% | 99.99% |
13/06/2024 | 1.25% | 0.82 CHF | 0.83 CHF | 465,000 | 465,000 | 256,940 | 256,940 | 208,767 CHF | 211,344 CHF | 99.88% | 99.88% |
12/06/2024 | 1.12% | 0.75 CHF | 0.76 CHF | 395,600 | 395,600 | 226,243 | 226,243 | 201,373 CHF | 203,640 CHF | 99.91% | 99.91% |
11/06/2024 | 0.79% | 1.06 CHF | 1.07 CHF | 278,900 | 278,900 | 160,327 | 160,327 | 201,845 CHF | 203,453 CHF | 99.99% | 99.99% |
10/06/2024 | 0.83% | 1.26 CHF | 1.27 CHF | 321,600 | 321,600 | 175,708 | 175,708 | 216,037 CHF | 217,799 CHF | 100.00% | 100.00% |
07/06/2024 | 0.80% | 1.27 CHF | 1.28 CHF | 302,200 | 302,200 | 167,033 | 167,033 | 212,486 CHF | 214,161 CHF | 99.99% | 99.99% |
05/06/2024 | 0.80% | 1.26 CHF | 1.27 CHF | 301,200 | 301,200 | 165,939 | 165,939 | 210,008 CHF | 211,672 CHF | 99.99% | 99.99% |
04/06/2024 | 0.78% | 1.29 CHF | 1.30 CHF | 302,400 | 302,400 | 166,628 | 166,628 | 217,163 CHF | 218,833 CHF | 100.00% | 100.00% |
03/06/2024 | 0.77% | 1.30 CHF | 1.31 CHF | 285,800 | 285,800 | 157,672 | 157,672 | 208,328 CHF | 209,908 CHF | 99.87% | 99.87% |
31/05/2024 | 0.73% | 1.40 CHF | 1.41 CHF | 282,100 | 282,100 | 155,729 | 155,729 | 215,368 CHF | 216,928 CHF | 98.34% | 98.34% |