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 | 0.17% | 28.85 CHF | 28.90 CHF | 1,900 | 1,900 | 1,864 | 1,864 | 54,418 CHF | 54,512 CHF | 100.00% | 100.00% |
12/06/2024 | 0.18% | 29.60 CHF | 29.65 CHF | 1,850 | 1,850 | 1,869 | 1,869 | 53,369 CHF | 53,462 CHF | 100.00% | 100.00% |
11/06/2024 | 0.18% | 28.00 CHF | 28.05 CHF | 1,900 | 1,900 | 1,911 | 1,911 | 53,108 CHF | 53,204 CHF | 99.88% | 99.88% |
10/06/2024 | 0.18% | 27.70 CHF | 27.75 CHF | 1,950 | 1,950 | 1,932 | 1,932 | 53,200 CHF | 53,297 CHF | 99.27% | 99.27% |
07/06/2024 | 0.18% | 27.35 CHF | 27.40 CHF | 1,950 | 1,950 | 1,937 | 1,937 | 52,815 CHF | 52,912 CHF | 99.58% | 99.58% |
05/06/2024 | 0.19% | 27.20 CHF | 27.25 CHF | 1,950 | 1,950 | 1,977 | 1,977 | 52,218 CHF | 52,317 CHF | 100.00% | 100.00% |
04/06/2024 | 0.20% | 25.70 CHF | 25.75 CHF | 2,000 | 2,000 | 2,015 | 2,015 | 51,391 CHF | 51,491 CHF | 98.88% | 98.88% |
03/06/2024 | 0.19% | 25.10 CHF | 25.15 CHF | 2,050 | 2,050 | 2,004 | 2,004 | 52,362 CHF | 52,462 CHF | 99.66% | 99.66% |
31/05/2024 | 0.19% | 26.70 CHF | 26.75 CHF | 2,000 | 2,000 | 1,980 | 1,980 | 52,841 CHF | 52,940 CHF | 94.38% | 98.87% |
30/05/2024 | 0.19% | 27.00 CHF | 27.05 CHF | 2,000 | 2,000 | 1,984 | 1,984 | 53,297 CHF | 53,396 CHF | 99.86% | 99.86% |