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% | 1.93 CHF | 1.94 CHF | 116,000 | 116,000 | 112,289 | 112,289 | 225,703 CHF | 226,826 CHF | 100.00% | 100.00% |
12/06/2024 | 0.48% | 2.06 CHF | 2.07 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 231,621 CHF | 232,736 CHF | 99.96% | 99.96% |
11/06/2024 | 0.48% | 2.07 CHF | 2.08 CHF | 112,000 | 112,000 | 110,487 | 110,487 | 231,794 CHF | 232,899 CHF | 99.25% | 99.25% |
10/06/2024 | 0.46% | 2.18 CHF | 2.19 CHF | 108,000 | 108,000 | 107,555 | 107,555 | 234,855 CHF | 235,930 CHF | 100.00% | 100.00% |
07/06/2024 | 0.45% | 2.27 CHF | 2.28 CHF | 104,000 | 104,000 | 107,113 | 107,113 | 236,736 CHF | 237,807 CHF | 99.99% | 99.99% |
05/06/2024 | 0.48% | 2.07 CHF | 2.08 CHF | 112,000 | 112,000 | 111,519 | 111,519 | 232,423 CHF | 233,538 CHF | 99.99% | 99.99% |
04/06/2024 | 0.47% | 2.11 CHF | 2.12 CHF | 112,000 | 112,000 | 108,929 | 108,929 | 232,300 CHF | 233,389 CHF | 99.40% | 99.40% |
03/06/2024 | 0.45% | 2.23 CHF | 2.24 CHF | 108,000 | 108,000 | 106,796 | 106,796 | 238,766 CHF | 239,834 CHF | 100.00% | 100.00% |
31/05/2024 | 0.44% | 2.27 CHF | 2.28 CHF | 104,000 | 104,000 | 103,713 | 103,713 | 235,653 CHF | 236,690 CHF | 97.27% | 97.27% |
30/05/2024 | 0.43% | 2.33 CHF | 2.34 CHF | 104,000 | 104,000 | 103,571 | 103,571 | 239,266 CHF | 240,302 CHF | 99.99% | 99.99% |