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 | 10.28% | 0.36 CHF | 0.37 CHF | 140,000 | 25,000 | 150,233 | 9,113 | 52,440 CHF | 3,406 CHF | 99.65% | 99.65% |
12/06/2024 | 4.59% | 0.38 CHF | 0.39 CHF | 140,000 | 25,000 | 132,256 | 19,415 | 52,858 CHF | 8,069 CHF | 77.81% | 77.81% |
11/06/2024 | 4.48% | 0.42 CHF | 0.43 CHF | 120,000 | 25,000 | 127,331 | 19,866 | 52,710 CHF | 8,596 CHF | 95.82% | 95.82% |
10/06/2024 | 4.07% | 0.41 CHF | 0.42 CHF | 130,000 | 25,000 | 114,812 | 20,014 | 51,174 CHF | 9,251 CHF | 99.54% | 99.54% |
07/06/2024 | 3.81% | 0.50 CHF | 0.51 CHF | 100,000 | 25,000 | 109,682 | 20,024 | 52,645 CHF | 9,977 CHF | 99.64% | 99.64% |
05/06/2024 | 3.32% | 0.54 CHF | 0.55 CHF | 100,000 | 25,000 | 100,000 | 20,017 | 54,174 CHF | 11,178 CHF | 82.11% | 82.11% |
04/06/2024 | 3.45% | 0.53 CHF | 0.54 CHF | 100,000 | 25,000 | 99,596 | 20,012 | 52,856 CHF | 10,993 CHF | 99.65% | 99.65% |
03/06/2024 | 3.90% | 0.54 CHF | 0.55 CHF | 100,000 | 25,000 | 108,934 | 20,013 | 52,051 CHF | 10,005 CHF | 99.62% | 99.62% |
31/05/2024 | 4.27% | 0.47 CHF | 0.48 CHF | 110,000 | 25,000 | 121,216 | 16,496 | 52,479 CHF | 7,589 CHF | 99.65% | 99.65% |
30/05/2024 | 4.77% | 0.39 CHF | 0.40 CHF | 130,000 | 20,000 | 134,069 | 8,358 | 51,688 CHF | 3,371 CHF | 99.66% | 99.66% |