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 | 0.48% | 6.23 CHF | 6.26 CHF | 30,000 | 30,000 | 29,974 | 29,974 | 188,656 CHF | 189,556 CHF | 99.62% | 99.62% |
12/06/2024 | 0.49% | 6.38 CHF | 6.41 CHF | 30,000 | 30,000 | 29,986 | 29,986 | 184,811 CHF | 185,711 CHF | 99.96% | 99.96% |
11/06/2024 | 0.50% | 6.05 CHF | 6.08 CHF | 30,000 | 30,000 | 30,769 | 30,769 | 184,874 CHF | 185,797 CHF | 99.99% | 99.99% |
10/06/2024 | 0.50% | 5.99 CHF | 6.02 CHF | 31,000 | 31,000 | 31,000 | 31,000 | 184,658 CHF | 185,588 CHF | 99.88% | 99.88% |
07/06/2024 | 0.51% | 5.92 CHF | 5.95 CHF | 31,000 | 31,000 | 31,000 | 31,000 | 182,989 CHF | 183,919 CHF | 99.10% | 99.10% |
05/06/2024 | 0.52% | 5.89 CHF | 5.92 CHF | 31,000 | 31,000 | 31,593 | 31,593 | 180,971 CHF | 181,919 CHF | 99.51% | 99.51% |
04/06/2024 | 0.54% | 5.58 CHF | 5.61 CHF | 32,000 | 32,000 | 32,000 | 32,000 | 177,440 CHF | 178,400 CHF | 99.88% | 99.88% |
03/06/2024 | 0.53% | 5.47 CHF | 5.50 CHF | 32,000 | 32,000 | 31,843 | 31,843 | 180,550 CHF | 181,505 CHF | 99.88% | 99.88% |
31/05/2024 | 0.52% | 5.79 CHF | 5.82 CHF | 31,000 | 31,000 | 31,002 | 31,002 | 179,317 CHF | 180,247 CHF | 98.79% | 98.79% |
30/05/2024 | 0.51% | 5.84 CHF | 5.87 CHF | 31,000 | 31,000 | 31,059 | 31,059 | 180,726 CHF | 181,657 CHF | 100.00% | 100.00% |