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 | 3.17% | 0.43 CHF | 0.44 CHF | 849,000 | 849,000 | 848,250 | 848,250 | 396,360 CHF | 409,091 CHF | 98.77% | 98.77% |
12/06/2024 | 2.98% | 0.51 CHF | 0.52 CHF | 872,700 | 872,700 | 872,700 | 872,700 | 433,337 CHF | 446,428 CHF | 100.00% | 100.00% |
11/06/2024 | 2.99% | 0.48 CHF | 0.49 CHF | 800,900 | 800,900 | 800,900 | 800,900 | 397,009 CHF | 409,023 CHF | 100.00% | 100.00% |
10/06/2024 | 2.80% | 0.53 CHF | 0.54 CHF | 764,400 | 764,400 | 764,400 | 764,400 | 404,161 CHF | 415,627 CHF | 100.00% | 100.00% |
07/06/2024 | 2.60% | 0.57 CHF | 0.59 CHF | 766,000 | 766,000 | 766,000 | 766,000 | 436,648 CHF | 448,138 CHF | 99.97% | 99.97% |
05/06/2024 | 2.73% | 0.54 CHF | 0.55 CHF | 797,100 | 797,100 | 797,026 | 797,026 | 432,105 CHF | 444,062 CHF | 100.00% | 100.00% |
04/06/2024 | 2.69% | 0.55 CHF | 0.56 CHF | 734,400 | 734,400 | 734,400 | 734,400 | 404,375 CHF | 415,391 CHF | 99.94% | 99.94% |
03/06/2024 | 2.39% | 0.61 CHF | 0.62 CHF | 738,000 | 738,000 | 738,000 | 738,000 | 457,911 CHF | 468,981 CHF | 99.87% | 99.87% |
31/05/2024 | 2.44% | 0.61 CHF | 0.62 CHF | 739,700 | 739,700 | 739,700 | 739,700 | 449,382 CHF | 460,478 CHF | 99.96% | 99.96% |
30/05/2024 | 2.50% | 0.61 CHF | 0.62 CHF | 772,200 | 772,200 | 771,426 | 771,426 | 458,060 CHF | 469,639 CHF | 100.00% | 100.00% |