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 |
---|---|---|---|---|---|---|---|---|---|---|---|
27/06/2024 | 0.68% | 1.46 CHF | 1.47 CHF | 149,000 | 149,000 | 149,054 | 149,054 | 217,090 CHF | 218,581 CHF | 99.90% | 99.90% |
26/06/2024 | 0.70% | 1.42 CHF | 1.43 CHF | 154,000 | 154,000 | 154,000 | 154,000 | 217,766 CHF | 219,306 CHF | 99.73% | 99.73% |
25/06/2024 | 0.71% | 1.40 CHF | 1.41 CHF | 154,000 | 154,000 | 154,000 | 154,000 | 216,254 CHF | 217,794 CHF | 99.83% | 99.83% |
24/06/2024 | 0.71% | 1.43 CHF | 1.44 CHF | 154,000 | 154,000 | 154,140 | 154,140 | 214,902 CHF | 216,444 CHF | 100.00% | 100.00% |
21/06/2024 | 0.73% | 1.37 CHF | 1.38 CHF | 154,000 | 154,000 | 155,057 | 155,057 | 210,581 CHF | 212,132 CHF | 100.00% | 100.00% |
20/06/2024 | 0.72% | 1.40 CHF | 1.41 CHF | 154,000 | 154,000 | 154,000 | 154,000 | 213,043 CHF | 214,583 CHF | 100.00% | 100.00% |
19/06/2024 | 0.73% | 1.36 CHF | 1.37 CHF | 154,000 | 154,000 | 154,140 | 154,140 | 210,549 CHF | 212,091 CHF | 100.00% | 100.00% |
18/06/2024 | 0.73% | 1.37 CHF | 1.38 CHF | 154,000 | 154,000 | 154,928 | 154,928 | 210,117 CHF | 211,667 CHF | 99.83% | 99.83% |
17/06/2024 | 0.77% | 1.32 CHF | 1.33 CHF | 158,000 | 158,000 | 157,874 | 157,874 | 203,752 CHF | 205,332 CHF | 100.00% | 100.00% |
14/06/2024 | 0.74% | 1.31 CHF | 1.32 CHF | 158,000 | 158,000 | 156,616 | 156,616 | 209,731 CHF | 211,297 CHF | 100.00% | 100.00% |