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 | 5.68% | 0.16 CHF | 0.17 CHF | 259,500 | 259,500 | 260,800 | 260,800 | 44,772 CHF | 47,382 CHF | 100.00% | 100.00% |
12/06/2024 | 6.19% | 0.16 CHF | 0.17 CHF | 227,300 | 227,300 | 227,524 | 227,524 | 35,660 CHF | 37,936 CHF | 99.97% | 99.97% |
11/06/2024 | 5.68% | 0.18 CHF | 0.19 CHF | 239,100 | 239,100 | 238,609 | 238,609 | 40,857 CHF | 43,243 CHF | 100.00% | 100.00% |
10/06/2024 | 5.42% | 0.18 CHF | 0.19 CHF | 251,300 | 251,300 | 252,360 | 252,360 | 45,281 CHF | 47,805 CHF | 100.00% | 100.00% |
07/06/2024 | 5.66% | 0.16 CHF | 0.17 CHF | 265,900 | 265,900 | 267,153 | 267,153 | 45,935 CHF | 48,607 CHF | 99.99% | 99.99% |
05/06/2024 | 6.62% | 0.16 CHF | 0.17 CHF | 309,300 | 309,300 | 306,120 | 306,120 | 44,791 CHF | 47,853 CHF | 100.00% | 100.00% |
04/06/2024 | 7.01% | 0.14 CHF | 0.14 CHF | 300,700 | 300,700 | 301,314 | 301,314 | 41,588 CHF | 44,601 CHF | 99.99% | 99.99% |
03/06/2024 | 7.61% | 0.14 CHF | 0.14 CHF | 293,200 | 293,200 | 290,976 | 290,976 | 36,788 CHF | 39,698 CHF | 100.00% | 100.00% |
31/05/2024 | 6.48% | 0.14 CHF | 0.15 CHF | 256,700 | 256,700 | 257,824 | 257,824 | 38,657 CHF | 41,236 CHF | 99.70% | 99.70% |
30/05/2024 | 6.24% | 0.16 CHF | 0.17 CHF | 241,300 | 241,300 | 241,491 | 241,491 | 37,537 CHF | 39,954 CHF | 100.00% | 100.00% |