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 | 0.56% | 1.72 CHF | 1.73 CHF | 120,000 | 120,000 | 119,446 | 119,446 | 211,614 CHF | 212,809 CHF | 99.93% | 99.93% |
12/06/2024 | 0.56% | 1.79 CHF | 1.80 CHF | 120,000 | 120,000 | 119,504 | 119,504 | 211,846 CHF | 213,041 CHF | 99.84% | 99.84% |
11/06/2024 | 0.57% | 1.72 CHF | 1.73 CHF | 120,000 | 120,000 | 119,505 | 119,505 | 208,153 CHF | 209,348 CHF | 99.74% | 99.74% |
10/06/2024 | 0.56% | 1.77 CHF | 1.78 CHF | 120,000 | 120,000 | 119,504 | 119,504 | 212,709 CHF | 213,904 CHF | 99.82% | 99.82% |
07/06/2024 | 0.55% | 1.84 CHF | 1.85 CHF | 120,000 | 120,000 | 119,472 | 119,472 | 218,585 CHF | 219,779 CHF | 99.98% | 99.98% |
05/06/2024 | 0.54% | 1.85 CHF | 1.86 CHF | 120,000 | 120,000 | 117,796 | 117,796 | 218,224 CHF | 219,402 CHF | 99.86% | 99.86% |
04/06/2024 | 0.54% | 1.85 CHF | 1.86 CHF | 120,000 | 120,000 | 116,541 | 116,541 | 216,781 CHF | 217,946 CHF | 98.49% | 98.49% |
03/06/2024 | 0.49% | 2.02 CHF | 2.03 CHF | 115,000 | 115,000 | 114,525 | 114,525 | 231,165 CHF | 232,310 CHF | 99.91% | 99.91% |
31/05/2024 | 0.51% | 1.98 CHF | 1.99 CHF | 115,000 | 115,000 | 114,506 | 114,506 | 225,551 CHF | 226,696 CHF | 95.70% | 95.70% |
30/05/2024 | 0.52% | 1.93 CHF | 1.94 CHF | 115,000 | 115,000 | 114,526 | 114,526 | 220,301 CHF | 221,446 CHF | 99.99% | 99.99% |