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 | 2.63% | 0.36 CHF | 0.37 CHF | 175,700 | 175,700 | 173,402 | 173,402 | 65,251 CHF | 66,987 CHF | 99.45% | 99.45% |
12/06/2024 | 2.05% | 0.47 CHF | 0.48 CHF | 159,000 | 159,000 | 157,490 | 157,490 | 76,056 CHF | 77,631 CHF | 99.92% | 99.92% |
11/06/2024 | 1.93% | 0.52 CHF | 0.53 CHF | 143,900 | 143,900 | 144,839 | 144,839 | 74,255 CHF | 75,704 CHF | 100.00% | 100.00% |
10/06/2024 | 1.90% | 0.54 CHF | 0.55 CHF | 144,800 | 144,800 | 145,305 | 145,305 | 75,804 CHF | 77,257 CHF | 100.00% | 100.00% |
07/06/2024 | 1.80% | 0.55 CHF | 0.56 CHF | 136,900 | 136,900 | 136,886 | 136,886 | 75,193 CHF | 76,562 CHF | 100.00% | 100.00% |
05/06/2024 | 1.71% | 0.57 CHF | 0.58 CHF | 136,000 | 136,000 | 134,259 | 134,259 | 77,769 CHF | 79,111 CHF | 100.00% | 100.00% |
04/06/2024 | 1.74% | 0.57 CHF | 0.58 CHF | 133,900 | 133,900 | 132,696 | 132,696 | 75,794 CHF | 77,121 CHF | 100.00% | 100.00% |
03/06/2024 | 1.63% | 0.59 CHF | 0.60 CHF | 130,900 | 130,900 | 128,805 | 128,805 | 78,525 CHF | 79,813 CHF | 100.00% | 100.00% |
31/05/2024 | 1.68% | 0.59 CHF | 0.60 CHF | 134,100 | 134,100 | 132,968 | 132,968 | 78,610 CHF | 79,940 CHF | 98.62% | 98.62% |
30/05/2024 | 1.70% | 0.57 CHF | 0.58 CHF | 138,900 | 138,900 | 138,084 | 138,084 | 80,644 CHF | 82,026 CHF | 100.00% | 100.00% |