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 | 0.51% | 3.03 CHF | 3.04 CHF | 94,000 | 94,000 | 38,174 | 38,174 | 115,185 CHF | 115,688 CHF | 98.65% | 98.65% |
12/06/2024 | 0.36% | 2.90 CHF | 2.91 CHF | 96,000 | 96,000 | 41,280 | 41,280 | 117,122 CHF | 117,535 CHF | 100.00% | 100.00% |
11/06/2024 | 0.38% | 2.70 CHF | 2.71 CHF | 100,000 | 100,000 | 42,141 | 42,141 | 113,400 CHF | 113,822 CHF | 100.00% | 100.00% |
10/06/2024 | 0.40% | 2.68 CHF | 2.69 CHF | 100,000 | 100,000 | 43,210 | 43,210 | 110,690 CHF | 111,123 CHF | 100.00% | 100.00% |
07/06/2024 | 0.41% | 2.53 CHF | 2.54 CHF | 102,000 | 102,000 | 43,321 | 43,321 | 108,372 CHF | 108,806 CHF | 99.99% | 99.99% |
05/06/2024 | 0.42% | 2.48 CHF | 2.49 CHF | 104,000 | 104,000 | 44,347 | 44,347 | 107,372 CHF | 107,816 CHF | 99.98% | 99.98% |
04/06/2024 | 0.43% | 2.27 CHF | 2.28 CHF | 108,000 | 108,000 | 44,498 | 44,498 | 103,499 CHF | 103,945 CHF | 99.98% | 99.98% |
03/06/2024 | 0.43% | 2.31 CHF | 2.32 CHF | 106,000 | 106,000 | 44,427 | 44,427 | 104,660 CHF | 105,105 CHF | 99.88% | 99.88% |
31/05/2024 | 0.44% | 2.16 CHF | 2.17 CHF | 108,000 | 108,000 | 45,349 | 45,349 | 102,965 CHF | 103,420 CHF | 98.34% | 98.34% |
30/05/2024 | 0.40% | 2.40 CHF | 2.41 CHF | 104,000 | 104,000 | 43,075 | 43,075 | 107,830 CHF | 108,261 CHF | 99.99% | 99.99% |