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 | 0.45% | 6.61 CHF | 6.64 CHF | 30,000 | 30,000 | 29,976 | 29,976 | 200,178 CHF | 201,078 CHF | 99.66% | 99.66% |
12/06/2024 | 0.46% | 6.76 CHF | 6.79 CHF | 30,000 | 30,000 | 29,986 | 29,986 | 196,319 CHF | 197,219 CHF | 99.96% | 99.96% |
11/06/2024 | 0.47% | 6.43 CHF | 6.46 CHF | 30,000 | 30,000 | 30,769 | 30,769 | 196,664 CHF | 197,588 CHF | 100.00% | 100.00% |
10/06/2024 | 0.47% | 6.37 CHF | 6.40 CHF | 31,000 | 31,000 | 31,000 | 31,000 | 196,545 CHF | 197,475 CHF | 99.90% | 99.90% |
07/06/2024 | 0.48% | 6.31 CHF | 6.34 CHF | 31,000 | 31,000 | 31,000 | 31,000 | 194,867 CHF | 195,797 CHF | 99.12% | 99.12% |
05/06/2024 | 0.49% | 6.27 CHF | 6.30 CHF | 31,000 | 31,000 | 31,593 | 31,593 | 193,081 CHF | 194,029 CHF | 99.53% | 99.53% |
04/06/2024 | 0.50% | 5.97 CHF | 6.00 CHF | 32,000 | 32,000 | 32,000 | 32,000 | 189,742 CHF | 190,702 CHF | 98.47% | 98.47% |
03/06/2024 | 0.49% | 5.85 CHF | 5.88 CHF | 32,000 | 32,000 | 31,843 | 31,843 | 192,762 CHF | 193,717 CHF | 99.92% | 99.92% |
31/05/2024 | 0.49% | 6.17 CHF | 6.20 CHF | 31,000 | 31,000 | 31,002 | 31,002 | 191,200 CHF | 192,130 CHF | 98.81% | 98.81% |
30/05/2024 | 0.48% | 6.23 CHF | 6.26 CHF | 31,000 | 31,000 | 31,059 | 31,059 | 192,619 CHF | 193,551 CHF | 99.99% | 99.99% |