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 | 2.61% | 8.47 CHF | 8.51 CHF | 8,100 | 8,100 | 2,991 | 2,991 | 26,610 CHF | 27,052 CHF | 99.88% | 99.88% |
12/06/2024 | 1.48% | 10.37 CHF | 10.41 CHF | 8,200 | 8,200 | 3,294 | 3,294 | 32,938 CHF | 33,259 CHF | 99.99% | 99.99% |
11/06/2024 | 1.55% | 8.77 CHF | 8.81 CHF | 8,200 | 8,200 | 3,309 | 3,309 | 29,570 CHF | 29,893 CHF | 99.99% | 99.99% |
10/06/2024 | 1.48% | 8.89 CHF | 8.92 CHF | 8,700 | 8,700 | 3,523 | 3,523 | 30,608 CHF | 30,907 CHF | 100.00% | 100.00% |
07/06/2024 | 1.47% | 9.00 CHF | 9.03 CHF | 8,500 | 8,500 | 3,457 | 3,457 | 30,986 CHF | 31,291 CHF | 99.93% | 99.93% |
05/06/2024 | 1.46% | 8.57 CHF | 8.60 CHF | 9,700 | 9,700 | 3,897 | 3,897 | 32,179 CHF | 32,491 CHF | 99.98% | 99.98% |
04/06/2024 | 2.00% | 7.88 CHF | 7.91 CHF | 9,600 | 9,600 | 2,602 | 2,602 | 20,320 CHF | 20,466 CHF | 99.95% | 99.95% |
03/06/2024 | 1.45% | 8.09 CHF | 8.12 CHF | 9,100 | 9,100 | 3,551 | 3,551 | 31,132 CHF | 31,438 CHF | 99.96% | 99.96% |
31/05/2024 | 1.51% | 7.72 CHF | 7.75 CHF | 8,900 | 8,900 | 3,486 | 3,486 | 29,926 CHF | 30,228 CHF | 98.33% | 98.33% |
30/05/2024 | 1.53% | 8.34 CHF | 8.37 CHF | 9,100 | 9,100 | 3,519 | 3,519 | 29,815 CHF | 30,113 CHF | 99.99% | 99.99% |