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 | 2.31% | 0.41 CHF | 0.42 CHF | 110,000 | 110,000 | 109,935 | 109,935 | 47,007 CHF | 48,107 CHF | 88.49% | 88.49% |
12/06/2024 | 2.17% | 0.44 CHF | 0.45 CHF | 110,000 | 110,000 | 108,866 | 108,866 | 49,676 CHF | 50,765 CHF | 92.36% | 92.36% |
11/06/2024 | 2.01% | 0.49 CHF | 0.50 CHF | 105,000 | 105,000 | 105,000 | 105,000 | 51,644 CHF | 52,694 CHF | 90.32% | 90.32% |
10/06/2024 | 1.88% | 0.52 CHF | 0.53 CHF | 105,000 | 105,000 | 105,000 | 105,000 | 55,222 CHF | 56,272 CHF | 93.20% | 93.20% |
07/06/2024 | 1.74% | 0.55 CHF | 0.56 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 56,890 CHF | 57,890 CHF | 93.81% | 93.81% |
05/06/2024 | 1.49% | 0.65 CHF | 0.66 CHF | 95,000 | 95,000 | 95,040 | 95,040 | 63,210 CHF | 64,160 CHF | 98.50% | 98.50% |
04/06/2024 | 1.57% | 0.64 CHF | 0.65 CHF | 100,000 | 100,000 | 100,000 | 100,000 | 63,285 CHF | 64,285 CHF | 99.11% | 99.11% |
03/06/2024 | 1.57% | 0.65 CHF | 0.66 CHF | 95,000 | 95,000 | 95,000 | 95,000 | 59,961 CHF | 60,911 CHF | 98.99% | 98.99% |
31/05/2024 | 1.61% | 0.62 CHF | 0.63 CHF | 95,000 | 95,000 | 95,000 | 95,000 | 58,690 CHF | 59,640 CHF | 98.64% | 98.64% |
30/05/2024 | 1.67% | 0.60 CHF | 0.61 CHF | 95,000 | 95,000 | 95,000 | 95,000 | 56,491 CHF | 57,441 CHF | 99.70% | 99.70% |