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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/06/2024 | 3.92% | 0.13 CHF | 0.13 CHF | 619,700 | 619,700 | 619,700 | 619,700 | 77,513 CHF | 80,612 CHF | 100.00% | 100.00% |
14/06/2024 | 4.26% | 0.12 CHF | 0.13 CHF | 678,300 | 678,300 | 678,300 | 678,300 | 77,958 CHF | 81,350 CHF | 100.00% | 100.00% |
13/06/2024 | 4.27% | 0.11 CHF | 0.12 CHF | 646,900 | 646,900 | 646,544 | 646,544 | 74,174 CHF | 77,409 CHF | 99.79% | 99.79% |
12/06/2024 | 4.08% | 0.12 CHF | 0.13 CHF | 613,200 | 613,200 | 613,185 | 613,185 | 73,582 CHF | 76,648 CHF | 100.00% | 100.00% |
11/06/2024 | 4.08% | 0.12 CHF | 0.13 CHF | 628,600 | 628,600 | 628,600 | 628,600 | 75,432 CHF | 78,575 CHF | 100.00% | 100.00% |
10/06/2024 | 4.03% | 0.13 CHF | 0.13 CHF | 607,800 | 607,800 | 607,800 | 607,800 | 73,998 CHF | 77,037 CHF | 100.00% | 100.00% |
07/06/2024 | 4.01% | 0.13 CHF | 0.13 CHF | 629,900 | 629,900 | 629,900 | 629,900 | 77,095 CHF | 80,244 CHF | 100.00% | 100.00% |
05/06/2024 | 3.66% | 0.14 CHF | 0.14 CHF | 561,200 | 561,200 | 561,152 | 561,152 | 75,357 CHF | 78,163 CHF | 100.00% | 100.00% |
04/06/2024 | 3.70% | 0.13 CHF | 0.13 CHF | 567,600 | 567,600 | 567,600 | 567,600 | 75,350 CHF | 78,188 CHF | 100.00% | 100.00% |
03/06/2024 | 3.76% | 0.14 CHF | 0.14 CHF | 585,300 | 585,300 | 585,300 | 585,300 | 76,352 CHF | 79,278 CHF | 100.00% | 100.00% |