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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14/06/2024 | 5.16% | 0.15 CHF | 0.16 CHF | 80,497 | 20,000 | 79,983 | 20,000 | 15,423 CHF | 4,059 CHF | 100.00% | 100.00% |
13/06/2024 | 3.48% | 0.26 CHF | 0.27 CHF | 79,281 | 20,000 | 78,993 | 20,000 | 22,353 CHF | 5,860 CHF | 99.19% | 99.19% |
12/06/2024 | 3.19% | 0.34 CHF | 0.35 CHF | 77,765 | 20,000 | 78,504 | 19,685 | 24,520 CHF | 6,342 CHF | 93.76% | 93.76% |
11/06/2024 | 2.71% | 0.31 CHF | 0.32 CHF | 78,928 | 20,000 | 78,018 | 20,000 | 28,640 CHF | 7,546 CHF | 100.00% | 100.00% |
10/06/2024 | 2.40% | 0.39 CHF | 0.40 CHF | 77,780 | 20,000 | 77,360 | 20,000 | 31,996 CHF | 8,475 CHF | 99.59% | 99.59% |
07/06/2024 | 2.00% | 0.47 CHF | 0.48 CHF | 76,696 | 20,000 | 75,900 | 20,000 | 37,647 CHF | 10,126 CHF | 97.03% | 97.03% |
05/06/2024 | 2.22% | 0.45 CHF | 0.46 CHF | 76,647 | 20,000 | 76,644 | 20,000 | 34,156 CHF | 9,114 CHF | 99.51% | 99.51% |
04/06/2024 | 2.51% | 0.39 CHF | 0.40 CHF | 77,258 | 20,000 | 77,408 | 20,000 | 30,456 CHF | 8,069 CHF | 100.00% | 100.00% |
03/06/2024 | 2.25% | 0.39 CHF | 0.40 CHF | 77,642 | 20,000 | 77,486 | 20,000 | 34,108 CHF | 9,004 CHF | 99.23% | 99.23% |
31/05/2024 | 2.00% | 0.49 CHF | 0.50 CHF | 77,025 | 20,000 | 77,080 | 20,000 | 38,127 CHF | 10,093 CHF | 99.13% | 99.13% |