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 | 5.95% | 0.63 CHF | 0.64 CHF | 80,000 | 25,000 | 88,393 | 9,113 | 54,755 CHF | 5,870 CHF | 99.65% | 99.65% |
12/06/2024 | 2.80% | 0.65 CHF | 0.66 CHF | 80,000 | 25,000 | 80,000 | 19,416 | 53,621 CHF | 13,317 CHF | 77.78% | 77.78% |
11/06/2024 | 2.72% | 0.69 CHF | 0.70 CHF | 80,000 | 25,000 | 80,000 | 19,867 | 54,797 CHF | 13,976 CHF | 96.34% | 96.34% |
10/06/2024 | 2.55% | 0.68 CHF | 0.69 CHF | 80,000 | 25,000 | 72,185 | 20,016 | 51,737 CHF | 14,669 CHF | 99.51% | 99.51% |
07/06/2024 | 2.45% | 0.77 CHF | 0.78 CHF | 70,000 | 25,000 | 70,000 | 20,024 | 52,425 CHF | 15,363 CHF | 99.63% | 99.63% |
05/06/2024 | 2.23% | 0.81 CHF | 0.82 CHF | 70,000 | 25,000 | 70,000 | 20,017 | 56,758 CHF | 16,565 CHF | 82.12% | 82.12% |
04/06/2024 | 2.30% | 0.80 CHF | 0.81 CHF | 70,000 | 25,000 | 70,000 | 20,013 | 56,004 CHF | 16,380 CHF | 99.64% | 99.64% |
03/06/2024 | 2.49% | 0.81 CHF | 0.82 CHF | 70,000 | 25,000 | 70,141 | 20,012 | 52,632 CHF | 15,436 CHF | 99.58% | 99.58% |
31/05/2024 | 2.65% | 0.74 CHF | 0.75 CHF | 70,000 | 25,000 | 77,899 | 16,496 | 54,961 CHF | 12,080 CHF | 99.65% | 99.65% |
30/05/2024 | 2.82% | 0.66 CHF | 0.67 CHF | 80,000 | 20,000 | 80,000 | 8,358 | 52,692 CHF | 5,651 CHF | 99.66% | 99.66% |