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 | 2.03% | 2.46 CHF | 2.48 CHF | 3,180 | 3,180 | 2,114 | 2,114 | 4,868 CHF | 4,958 CHF | 99.88% | 99.88% |
14/06/2024 | 2.05% | 2.25 CHF | 2.27 CHF | 3,150 | 3,150 | 2,103 | 2,103 | 4,754 CHF | 4,843 CHF | 99.48% | 99.48% |
13/06/2024 | 2.74% | 2.04 CHF | 2.06 CHF | 3,150 | 3,150 | 2,091 | 2,091 | 3,549 CHF | 3,638 CHF | 100.00% | 100.00% |
12/06/2024 | 3.03% | 1.41 CHF | 1.43 CHF | 3,110 | 3,110 | 2,078 | 2,078 | 3,126 CHF | 3,214 CHF | 99.96% | 99.96% |
11/06/2024 | 2.86% | 1.74 CHF | 1.76 CHF | 3,110 | 3,110 | 2,072 | 2,072 | 3,384 CHF | 3,471 CHF | 99.63% | 99.63% |
10/06/2024 | 2.22% | 1.63 CHF | 1.65 CHF | 3,100 | 3,100 | 2,103 | 2,103 | 4,230 CHF | 4,319 CHF | 100.00% | 100.00% |
07/06/2024 | 2.37% | 1.93 CHF | 1.95 CHF | 3,150 | 3,150 | 2,131 | 2,131 | 4,135 CHF | 4,225 CHF | 99.38% | 99.38% |
05/06/2024 | 1.65% | 2.72 CHF | 2.74 CHF | 3,250 | 3,250 | 2,181 | 2,181 | 6,110 CHF | 6,202 CHF | 99.27% | 99.27% |
04/06/2024 | 1.45% | 3.18 CHF | 3.20 CHF | 3,300 | 3,300 | 2,199 | 2,199 | 7,039 CHF | 7,133 CHF | 98.74% | 98.74% |
03/06/2024 | 1.37% | 3.33 CHF | 3.35 CHF | 3,310 | 3,310 | 9,771 | 9,771 | 32,837 CHF | 33,307 CHF | 99.75% | 99.75% |