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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17/06/2024 | 10.55% | 0.14 CHF | 0.16 CHF | 170,905 | 75,000 | 170,951 | 75,000 | 23,387 CHF | 11,411 CHF | 99.79% | 99.79% |
14/06/2024 | 10.73% | 0.12 CHF | 0.14 CHF | 184,842 | 75,000 | 176,814 | 75,000 | 25,390 CHF | 12,002 CHF | 94.53% | 94.53% |
13/06/2024 | 10.48% | 0.18 CHF | 0.19 CHF | 172,576 | 75,000 | 161,416 | 75,000 | 34,993 CHF | 18,093 CHF | 100.00% | 100.00% |
12/06/2024 | 9.55% | 0.26 CHF | 0.28 CHF | 151,795 | 75,000 | 159,841 | 75,000 | 36,625 CHF | 18,967 CHF | 94.98% | 94.98% |
11/06/2024 | 10.58% | 0.22 CHF | 0.25 CHF | 163,215 | 75,000 | 158,315 | 60,921 | 38,133 CHF | 16,100 CHF | 100.00% | 100.00% |
10/06/2024 | 10.37% | 0.24 CHF | 0.27 CHF | 159,989 | 25,000 | 158,753 | 25,000 | 38,991 CHF | 6,812 CHF | 98.20% | 98.20% |
07/06/2024 | 9.12% | 0.27 CHF | 0.29 CHF | 154,884 | 25,000 | 155,056 | 25,000 | 40,895 CHF | 7,225 CHF | 99.19% | 99.19% |
05/06/2024 | 8.76% | 0.31 CHF | 0.34 CHF | 149,266 | 25,000 | 154,153 | 25,000 | 43,541 CHF | 7,717 CHF | 99.62% | 99.62% |
04/06/2024 | 8.22% | 0.25 CHF | 0.26 CHF | 161,974 | 25,000 | 161,738 | 25,000 | 40,880 CHF | 6,870 CHF | 100.00% | 100.00% |
03/06/2024 | 6.40% | 0.26 CHF | 0.28 CHF | 162,010 | 25,000 | 156,672 | 71,058 | 44,683 CHF | 21,673 CHF | 100.00% | 100.00% |