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 | 0.49% | 6.02 CHF | 6.05 CHF | 30,000 | 30,000 | 29,971 | 29,971 | 182,423 CHF | 183,322 CHF | 99.65% | 99.65% |
12/06/2024 | 0.50% | 6.17 CHF | 6.20 CHF | 30,000 | 30,000 | 29,985 | 29,985 | 178,599 CHF | 179,498 CHF | 99.96% | 99.96% |
11/06/2024 | 0.52% | 5.84 CHF | 5.87 CHF | 30,000 | 30,000 | 30,769 | 30,769 | 178,485 CHF | 179,408 CHF | 100.00% | 100.00% |
10/06/2024 | 0.52% | 5.78 CHF | 5.81 CHF | 31,000 | 31,000 | 31,000 | 31,000 | 178,230 CHF | 179,160 CHF | 99.90% | 99.90% |
07/06/2024 | 0.53% | 5.72 CHF | 5.75 CHF | 31,000 | 31,000 | 31,000 | 31,000 | 176,551 CHF | 177,481 CHF | 99.13% | 99.13% |
05/06/2024 | 0.54% | 5.68 CHF | 5.71 CHF | 31,000 | 31,000 | 31,593 | 31,593 | 174,427 CHF | 175,376 CHF | 99.53% | 99.53% |
04/06/2024 | 0.56% | 5.37 CHF | 5.40 CHF | 32,000 | 32,000 | 32,000 | 32,000 | 170,848 CHF | 171,808 CHF | 98.48% | 98.48% |
03/06/2024 | 0.55% | 5.26 CHF | 5.29 CHF | 32,000 | 32,000 | 31,843 | 31,843 | 173,968 CHF | 174,924 CHF | 99.92% | 99.92% |
31/05/2024 | 0.54% | 5.58 CHF | 5.61 CHF | 31,000 | 31,000 | 31,002 | 31,002 | 172,900 CHF | 173,831 CHF | 98.81% | 98.81% |
30/05/2024 | 0.53% | 5.64 CHF | 5.67 CHF | 31,000 | 31,000 | 31,059 | 31,059 | 174,294 CHF | 175,226 CHF | 99.99% | 99.99% |