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 |
---|---|---|---|---|---|---|---|---|---|---|---|
05/06/2024 | 2.19% | 0.43 CHF | 0.44 CHF | 77,000 | 77,000 | 77,084 | 77,084 | 35,243 CHF | 36,014 CHF | 100.00% | 100.00% |
04/06/2024 | 2.13% | 0.47 CHF | 0.48 CHF | 79,000 | 79,000 | 78,789 | 78,789 | 37,012 CHF | 37,801 CHF | 99.92% | 99.92% |
03/06/2024 | 2.32% | 0.46 CHF | 0.47 CHF | 89,000 | 89,000 | 86,432 | 86,432 | 37,322 CHF | 38,187 CHF | 99.88% | 99.88% |
31/05/2024 | 2.26% | 0.44 CHF | 0.45 CHF | 86,000 | 86,000 | 85,883 | 85,883 | 37,977 CHF | 38,837 CHF | 100.00% | 100.00% |
30/05/2024 | 2.18% | 0.43 CHF | 0.44 CHF | 77,000 | 77,000 | 77,409 | 77,409 | 35,522 CHF | 36,296 CHF | 100.00% | 100.00% |
29/05/2024 | 2.05% | 0.47 CHF | 0.48 CHF | 78,000 | 78,000 | 78,017 | 78,017 | 38,100 CHF | 38,881 CHF | 99.97% | 99.97% |
28/05/2024 | 2.11% | 0.48 CHF | 0.49 CHF | 80,000 | 80,000 | 79,249 | 79,249 | 37,535 CHF | 38,328 CHF | 99.92% | 99.92% |
27/05/2024 | 2.16% | 0.47 CHF | 0.48 CHF | 85,000 | 85,000 | 83,394 | 83,394 | 38,667 CHF | 39,502 CHF | 100.00% | 100.00% |
24/05/2024 | 2.11% | 0.45 CHF | 0.46 CHF | 82,000 | 82,000 | 82,147 | 82,147 | 38,889 CHF | 39,712 CHF | 94.44% | 94.44% |
23/05/2024 | 2.14% | 0.46 CHF | 0.47 CHF | 74,000 | 74,000 | 74,154 | 74,154 | 34,716 CHF | 35,458 CHF | 99.26% | 99.26% |