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 |
---|---|---|---|---|---|---|---|---|---|---|---|
25/06/2024 | 0.45% | 2.22 CHF | 2.23 CHF | 120,000 | 120,000 | 119,505 | 119,505 | 267,156 CHF | 268,351 CHF | 99.87% | 99.87% |
24/06/2024 | 0.45% | 2.23 CHF | 2.24 CHF | 120,000 | 120,000 | 119,505 | 119,505 | 265,002 CHF | 266,197 CHF | 99.90% | 99.90% |
21/06/2024 | 0.45% | 2.21 CHF | 2.22 CHF | 120,000 | 120,000 | 119,503 | 119,503 | 262,539 CHF | 263,734 CHF | 99.50% | 99.50% |
20/06/2024 | 0.45% | 2.21 CHF | 2.22 CHF | 120,000 | 120,000 | 119,505 | 119,505 | 262,609 CHF | 263,804 CHF | 99.68% | 99.68% |
19/06/2024 | 0.46% | 2.17 CHF | 2.18 CHF | 120,000 | 120,000 | 120,776 | 120,776 | 261,584 CHF | 262,792 CHF | 99.83% | 99.83% |
18/06/2024 | 0.47% | 2.14 CHF | 2.15 CHF | 125,000 | 125,000 | 124,235 | 124,235 | 265,781 CHF | 267,024 CHF | 99.69% | 99.69% |
17/06/2024 | 0.47% | 2.13 CHF | 2.14 CHF | 125,000 | 125,000 | 124,403 | 124,403 | 262,338 CHF | 263,583 CHF | 96.56% | 96.56% |
14/06/2024 | 0.47% | 2.08 CHF | 2.09 CHF | 125,000 | 125,000 | 123,824 | 123,824 | 261,374 CHF | 262,612 CHF | 100.00% | 100.00% |
13/06/2024 | 0.45% | 2.17 CHF | 2.18 CHF | 120,000 | 120,000 | 119,445 | 119,445 | 265,565 CHF | 266,760 CHF | 99.71% | 99.71% |
12/06/2024 | 0.45% | 2.24 CHF | 2.25 CHF | 120,000 | 120,000 | 119,504 | 119,504 | 265,772 CHF | 266,967 CHF | 99.75% | 99.75% |