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 | 1.21% | 2.44 CHF | 2.48 CHF | 37,400 | 37,400 | 37,372 | 37,372 | 124,418 CHF | 125,914 CHF | 98.73% | 98.73% |
12/06/2024 | 0.73% | 4.14 CHF | 4.17 CHF | 41,200 | 41,200 | 41,200 | 41,200 | 168,125 CHF | 169,361 CHF | 99.99% | 99.99% |
11/06/2024 | 1.21% | 3.65 CHF | 3.70 CHF | 28,800 | 28,800 | 28,800 | 28,800 | 119,983 CHF | 121,423 CHF | 99.98% | 99.98% |
10/06/2024 | 1.17% | 5.09 CHF | 5.15 CHF | 24,000 | 24,000 | 24,000 | 24,000 | 122,191 CHF | 123,631 CHF | 99.99% | 99.99% |
07/06/2024 | 0.93% | 6.54 CHF | 6.60 CHF | 24,200 | 24,200 | 24,200 | 24,200 | 155,297 CHF | 156,749 CHF | 99.91% | 99.91% |
05/06/2024 | 0.89% | 5.39 CHF | 5.44 CHF | 27,700 | 27,700 | 27,698 | 27,698 | 154,876 CHF | 156,261 CHF | 100.00% | 100.00% |
04/06/2024 | 1.19% | 5.54 CHF | 5.61 CHF | 19,700 | 19,700 | 19,700 | 19,700 | 116,169 CHF | 117,548 CHF | 99.92% | 99.92% |
03/06/2024 | 0.81% | 8.08 CHF | 8.15 CHF | 20,100 | 20,100 | 20,100 | 20,100 | 172,465 CHF | 173,872 CHF | 99.86% | 99.86% |
31/05/2024 | 0.87% | 7.85 CHF | 7.92 CHF | 20,200 | 20,200 | 20,200 | 20,200 | 161,533 CHF | 162,947 CHF | 99.95% | 99.95% |
30/05/2024 | 0.79% | 7.79 CHF | 7.85 CHF | 23,500 | 23,500 | 23,482 | 23,482 | 177,416 CHF | 178,826 CHF | 100.00% | 100.00% |