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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13/06/2024 | 1.04% | 9.97 CHF | 10.02 CHF | 10,000 | 3,000 | 3,854 | 1,159 | 37,930 CHF | 11,619 CHF | 92.58% | 92.58% |
12/06/2024 | 1.12% | 8.83 CHF | 8.88 CHF | 10,000 | 3,000 | 10,000 | 1,127 | 80,064 CHF | 9,580 CHF | 97.44% | 97.44% |
11/06/2024 | 1.14% | 7.56 CHF | 7.61 CHF | 10,000 | 3,000 | 9,998 | 1,119 | 77,750 CHF | 8,781 CHF | 86.37% | 86.37% |
10/06/2024 | 7.75% | 7.85 CHF | 8.15 CHF | 10,000 | 3,000 | 8,884 | 773 | 63,859 CHF | 6,054 CHF | 78.55% | 78.55% |
07/06/2024 | 0.74% | 7.01 CHF | 7.04 CHF | 30,000 | 30,000 | 11,359 | 11,359 | 82,429 CHF | 82,922 CHF | 96.86% | 96.86% |
05/06/2024 | 0.78% | 7.43 CHF | 7.46 CHF | 30,000 | 30,000 | 11,269 | 11,269 | 79,492 CHF | 79,970 CHF | 98.06% | 98.06% |
04/06/2024 | 0.89% | 5.88 CHF | 5.91 CHF | 30,000 | 30,000 | 11,340 | 11,340 | 67,912 CHF | 68,392 CHF | 96.91% | 96.91% |
03/06/2024 | 0.63% | 5.56 CHF | 5.58 CHF | 30,000 | 30,000 | 11,223 | 11,223 | 64,054 CHF | 64,372 CHF | 99.50% | 99.50% |
31/05/2024 | 0.67% | 4.91 CHF | 4.93 CHF | 30,000 | 30,000 | 11,340 | 11,340 | 59,202 CHF | 59,522 CHF | 96.90% | 96.90% |
30/05/2024 | 0.87% | 5.90 CHF | 5.93 CHF | 30,000 | 30,000 | 11,250 | 11,250 | 69,536 CHF | 70,014 CHF | 98.93% | 98.93% |