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 | 6.05% | 0.02 CHF | 0.09 CHF | 83,598 | 20,000 | 81,616 | 20,000 | 14,498 CHF | 3,764 CHF | 75.05% | 78.04% |
14/06/2024 | 3.34% | 0.25 CHF | 0.26 CHF | 80,415 | 20,000 | 79,984 | 20,000 | 23,742 CHF | 6,139 CHF | 100.00% | 100.00% |
13/06/2024 | 2.57% | 0.36 CHF | 0.37 CHF | 79,229 | 20,000 | 78,990 | 20,000 | 30,440 CHF | 7,908 CHF | 98.39% | 98.39% |
12/06/2024 | 2.40% | 0.45 CHF | 0.46 CHF | 77,671 | 20,000 | 78,507 | 19,686 | 32,729 CHF | 8,400 CHF | 93.80% | 93.80% |
11/06/2024 | 2.11% | 0.42 CHF | 0.43 CHF | 78,825 | 20,000 | 78,009 | 20,000 | 36,703 CHF | 9,614 CHF | 100.00% | 100.00% |
10/06/2024 | 1.92% | 0.50 CHF | 0.51 CHF | 77,695 | 20,000 | 77,358 | 20,000 | 40,024 CHF | 10,551 CHF | 96.34% | 96.34% |
07/06/2024 | 1.66% | 0.57 CHF | 0.58 CHF | 76,738 | 20,000 | 75,900 | 20,000 | 45,407 CHF | 12,171 CHF | 96.99% | 96.99% |
05/06/2024 | 1.81% | 0.56 CHF | 0.57 CHF | 76,663 | 20,000 | 76,646 | 20,000 | 42,008 CHF | 11,162 CHF | 99.50% | 99.50% |
04/06/2024 | 1.99% | 0.49 CHF | 0.50 CHF | 77,299 | 20,000 | 77,406 | 20,000 | 38,490 CHF | 10,145 CHF | 99.99% | 99.99% |
03/06/2024 | 1.83% | 0.50 CHF | 0.51 CHF | 77,609 | 20,000 | 77,471 | 20,000 | 42,067 CHF | 11,061 CHF | 100.00% | 100.00% |