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 | 0.30% | 7.80 CHF | 7.81 CHF | 47,000 | 47,000 | 19,176 | 19,176 | 149,270 CHF | 149,610 CHF | 98.65% | 98.65% |
12/06/2024 | 0.14% | 7.54 CHF | 7.55 CHF | 48,000 | 48,000 | 20,890 | 20,890 | 155,010 CHF | 155,220 CHF | 99.94% | 99.94% |
11/06/2024 | 0.14% | 7.15 CHF | 7.16 CHF | 50,000 | 50,000 | 21,334 | 21,334 | 152,269 CHF | 152,482 CHF | 99.98% | 99.98% |
10/06/2024 | 0.15% | 7.11 CHF | 7.12 CHF | 50,000 | 50,000 | 21,727 | 21,727 | 149,420 CHF | 149,637 CHF | 100.00% | 100.00% |
07/06/2024 | 0.15% | 6.81 CHF | 6.82 CHF | 51,000 | 51,000 | 21,664 | 21,664 | 146,223 CHF | 146,440 CHF | 99.98% | 99.98% |
05/06/2024 | 0.16% | 6.71 CHF | 6.72 CHF | 52,000 | 52,000 | 22,276 | 22,276 | 146,703 CHF | 146,927 CHF | 99.99% | 99.99% |
04/06/2024 | 0.16% | 6.27 CHF | 6.28 CHF | 54,000 | 54,000 | 22,454 | 22,454 | 143,602 CHF | 143,827 CHF | 99.94% | 99.94% |
03/06/2024 | 0.16% | 6.37 CHF | 6.38 CHF | 53,000 | 53,000 | 22,258 | 22,258 | 143,975 CHF | 144,198 CHF | 99.87% | 99.87% |
31/05/2024 | 0.16% | 6.09 CHF | 6.10 CHF | 54,000 | 54,000 | 22,940 | 22,940 | 144,608 CHF | 144,838 CHF | 98.34% | 98.34% |
30/05/2024 | 0.15% | 6.56 CHF | 6.57 CHF | 52,000 | 52,000 | 21,645 | 21,645 | 146,612 CHF | 146,829 CHF | 99.98% | 99.98% |