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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/06/2024 | 1.54% | 0.62 CHF | 0.63 CHF | 86,000 | 86,000 | 85,197 | 85,197 | 55,154 CHF | 56,006 CHF | 99.98% | 99.98% |
13/06/2024 | 1.21% | 0.75 CHF | 0.76 CHF | 83,000 | 83,000 | 81,964 | 81,964 | 67,230 CHF | 68,050 CHF | 100.00% | 100.00% |
12/06/2024 | 1.10% | 0.86 CHF | 0.87 CHF | 81,000 | 81,000 | 80,759 | 80,759 | 73,293 CHF | 74,100 CHF | 99.91% | 99.91% |
11/06/2024 | 1.07% | 0.88 CHF | 0.89 CHF | 81,000 | 81,000 | 80,347 | 80,347 | 75,142 CHF | 75,946 CHF | 99.99% | 99.99% |
10/06/2024 | 1.07% | 0.98 CHF | 0.99 CHF | 80,000 | 80,000 | 80,382 | 80,382 | 75,039 CHF | 75,843 CHF | 100.00% | 100.00% |
07/06/2024 | 1.01% | 1.00 CHF | 1.01 CHF | 79,000 | 79,000 | 79,342 | 79,342 | 77,800 CHF | 78,594 CHF | 99.99% | 99.99% |
05/06/2024 | 1.01% | 0.98 CHF | 0.99 CHF | 79,000 | 79,000 | 79,350 | 79,350 | 78,212 CHF | 79,005 CHF | 100.00% | 100.00% |
04/06/2024 | 1.07% | 0.90 CHF | 0.91 CHF | 81,000 | 81,000 | 80,046 | 80,046 | 74,238 CHF | 75,039 CHF | 99.99% | 99.99% |
03/06/2024 | 0.85% | 1.08 CHF | 1.09 CHF | 78,000 | 78,000 | 76,514 | 76,514 | 89,749 CHF | 90,514 CHF | 99.99% | 99.99% |
31/05/2024 | 0.87% | 1.19 CHF | 1.20 CHF | 76,000 | 76,000 | 76,677 | 76,677 | 88,036 CHF | 88,803 CHF | 98.63% | 98.63% |