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 | 0.29% | 7.91 CHF | 7.92 CHF | 47,000 | 47,000 | 19,158 | 19,158 | 151,213 CHF | 151,554 CHF | 98.59% | 98.59% |
12/06/2024 | 0.14% | 7.65 CHF | 7.66 CHF | 48,000 | 48,000 | 20,871 | 20,871 | 157,182 CHF | 157,391 CHF | 99.83% | 99.83% |
11/06/2024 | 0.14% | 7.26 CHF | 7.27 CHF | 50,000 | 50,000 | 21,338 | 21,338 | 154,683 CHF | 154,897 CHF | 99.98% | 99.98% |
10/06/2024 | 0.15% | 7.22 CHF | 7.23 CHF | 50,000 | 50,000 | 21,727 | 21,727 | 151,844 CHF | 152,061 CHF | 100.00% | 100.00% |
07/06/2024 | 0.15% | 6.92 CHF | 6.93 CHF | 51,000 | 51,000 | 21,668 | 21,668 | 148,665 CHF | 148,882 CHF | 99.98% | 99.98% |
05/06/2024 | 0.15% | 6.82 CHF | 6.83 CHF | 52,000 | 52,000 | 22,271 | 22,271 | 149,163 CHF | 149,386 CHF | 99.99% | 99.99% |
04/06/2024 | 0.16% | 6.39 CHF | 6.40 CHF | 54,000 | 54,000 | 22,473 | 22,473 | 146,253 CHF | 146,478 CHF | 99.88% | 99.88% |
03/06/2024 | 0.15% | 6.48 CHF | 6.49 CHF | 53,000 | 53,000 | 22,242 | 22,242 | 146,409 CHF | 146,632 CHF | 99.81% | 99.81% |
31/05/2024 | 0.16% | 6.20 CHF | 6.21 CHF | 54,000 | 54,000 | 22,931 | 22,931 | 147,202 CHF | 147,432 CHF | 98.31% | 98.31% |
30/05/2024 | 0.15% | 6.68 CHF | 6.69 CHF | 52,000 | 52,000 | 21,661 | 21,661 | 149,172 CHF | 149,389 CHF | 99.95% | 99.95% |