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 | 1.29% | 4.34 CHF | 4.35 CHF | 26,000 | 26,000 | 8,973 | 8,973 | 38,778 CHF | 39,048 CHF | 99.88% | 99.88% |
12/06/2024 | 0.83% | 4.13 CHF | 4.14 CHF | 26,500 | 26,500 | 9,134 | 9,134 | 37,358 CHF | 37,550 CHF | 100.00% | 100.00% |
11/06/2024 | 0.81% | 4.16 CHF | 4.17 CHF | 25,900 | 25,900 | 8,960 | 8,960 | 36,915 CHF | 37,104 CHF | 100.00% | 100.00% |
10/06/2024 | 0.80% | 4.34 CHF | 4.35 CHF | 25,100 | 25,100 | 8,718 | 8,718 | 37,436 CHF | 37,624 CHF | 99.90% | 99.90% |
07/06/2024 | 0.79% | 4.06 CHF | 4.07 CHF | 27,700 | 27,700 | 9,588 | 9,588 | 38,100 CHF | 38,289 CHF | 99.99% | 99.99% |
05/06/2024 | 0.85% | 3.88 CHF | 3.89 CHF | 28,400 | 28,400 | 9,863 | 9,863 | 37,424 CHF | 37,619 CHF | 99.99% | 99.99% |
04/06/2024 | 0.83% | 3.87 CHF | 3.88 CHF | 26,200 | 26,200 | 9,084 | 9,084 | 36,176 CHF | 36,367 CHF | 99.98% | 99.98% |
03/06/2024 | 0.80% | 4.11 CHF | 4.12 CHF | 26,000 | 26,000 | 8,933 | 8,933 | 36,886 CHF | 37,074 CHF | 100.00% | 100.00% |
31/05/2024 | 0.84% | 4.23 CHF | 4.24 CHF | 22,400 | 22,400 | 7,907 | 7,907 | 34,969 CHF | 35,155 CHF | 98.24% | 98.24% |
30/05/2024 | 0.84% | 4.64 CHF | 4.65 CHF | 23,600 | 23,600 | 8,172 | 8,172 | 38,177 CHF | 38,368 CHF | 100.00% | 100.00% |