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 | 2.17% | 0.67 CHF | 0.68 CHF | 155,000 | 155,000 | 69,467 | 69,467 | 48,733 CHF | 49,638 CHF | 99.58% | 99.58% |
12/06/2024 | 2.02% | 0.73 CHF | 0.74 CHF | 155,000 | 155,000 | 67,493 | 67,493 | 51,168 CHF | 52,052 CHF | 99.98% | 99.98% |
11/06/2024 | 2.14% | 0.80 CHF | 0.81 CHF | 150,000 | 150,000 | 66,445 | 66,445 | 54,127 CHF | 55,131 CHF | 100.00% | 100.00% |
10/06/2024 | 2.12% | 0.84 CHF | 0.85 CHF | 145,000 | 145,000 | 65,243 | 65,243 | 55,453 CHF | 56,443 CHF | 99.90% | 99.90% |
07/06/2024 | 2.07% | 0.86 CHF | 0.87 CHF | 145,000 | 145,000 | 64,968 | 64,968 | 55,905 CHF | 56,889 CHF | 100.00% | 100.00% |
05/06/2024 | 2.18% | 0.81 CHF | 0.82 CHF | 150,000 | 150,000 | 67,352 | 67,352 | 54,740 CHF | 55,761 CHF | 100.00% | 100.00% |
04/06/2024 | 2.06% | 0.75 CHF | 0.76 CHF | 150,000 | 150,000 | 67,471 | 67,471 | 51,147 CHF | 52,026 CHF | 99.88% | 99.88% |
03/06/2024 | 2.36% | 0.70 CHF | 0.71 CHF | 155,000 | 155,000 | 68,950 | 68,950 | 46,528 CHF | 47,426 CHF | 100.00% | 100.00% |
31/05/2024 | 2.75% | 0.57 CHF | 0.58 CHF | 160,000 | 160,000 | 71,626 | 71,626 | 39,912 CHF | 40,842 CHF | 99.70% | 99.70% |
30/05/2024 | 2.78% | 0.56 CHF | 0.57 CHF | 160,000 | 160,000 | 71,749 | 71,749 | 39,721 CHF | 40,651 CHF | 99.51% | 99.51% |